-7.3%
F vs USFD
+50.4%
-57.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.5% |
| 7D | -3.9% | +1.3% | -5.2% | -4.1% |
| 30D | -0.5% | +10.6% | -11.0% | -2.5% |
| 3M | -12.9% | -2.4% | -10.5% | -12.8% |
| 6M | +1.5% | +28.9% | -27.4% | -4.2% |
| YTD | -5.0% | +43.7% | -48.7% | -13.0% |
| 1Y | -7.3% | +48.5% | -55.8% | -16.3% |
| All | -7.3% | +50.4% | -57.7% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling