+67.3%
F vs USFD
+359.9%
-292.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | +1.7% | -4.8% | -3.7% |
| 30D | 0.0% | +10.2% | -10.1% | -3.7% |
| 3M | -13.2% | -1.5% | -11.7% | -12.9% |
| 6M | -10.2% | +27.3% | -37.6% | -18.9% |
| YTD | -4.9% | +44.0% | -48.9% | -18.9% |
| 1Y | -6.1% | +50.4% | -56.4% | -21.3% |
| 3Y | +46.0% | +153.6% | -107.6% | -1.9% |
| 5Y | -15.7% | +219.0% | -234.7% | -48.4% |
| All | +67.3% | +359.9% | -292.6% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling