+772.7%
GOOG vs USFD
+306.5%
+466.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -0.8% |
| 7D | -1.6% | -7.0% | +5.5% | +0.2% |
| 30D | -7.7% | -10.3% | +2.6% | -5.3% |
| 3M | -9.3% | +9.2% | -18.5% | -11.6% |
| 6M | +7.4% | +7.4% | 0.0% | +5.0% |
| YTD | +4.9% | +29.4% | -24.5% | -2.7% |
| 1Y | +37.2% | +24.8% | +12.4% | +28.3% |
| 3Y | +141.6% | +150.0% | -8.4% | +88.8% |
| 5Y | +128.8% | +195.5% | -66.7% | +70.0% |
| 10Y | +772.7% | +315.7% | +457.0% | +478.9% |
| All | +772.7% | +306.5% | +466.2% | +478.9% |
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