+46.0%
F vs USFD
+156.9%
-110.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +5.3% | -3.0% | +8.3% | +6.2% |
| 30D | +4.6% | +3.5% | +1.1% | +3.3% |
| 3M | -3.7% | +26.6% | -30.2% | -11.1% |
| 6M | +16.8% | +11.7% | +5.1% | +12.2% |
| YTD | +15.3% | +38.1% | -22.8% | +2.2% |
| 1Y | +31.0% | +33.4% | -2.4% | +17.4% |
| All | +46.0% | +156.9% | -110.9% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling