-11.4%
F vs USFD
+184.3%
-195.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | +0.3% |
| 7D | +1.4% | +3.9% | -2.5% | -0.7% |
| 30D | +2.0% | +10.7% | -8.7% | -3.1% |
| 3M | -10.4% | +6.3% | -16.7% | -13.6% |
| 6M | +9.7% | +16.2% | -6.5% | +0.4% |
| YTD | -1.2% | +41.9% | -43.0% | -19.9% |
| 1Y | 0.0% | +44.2% | -44.2% | -19.9% |
| 3Y | +41.1% | +159.8% | -118.7% | -23.6% |
| 5Y | -11.4% | +177.1% | -188.5% | -56.3% |
| All | -11.4% | +184.3% | -195.7% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling