+654.4%
GOOG vs USFD
+369.2%
+285.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.4% | +8.4% | -6.0% | +0.4% |
| 30D | -18.1% | +12.7% | -30.8% | -20.6% |
| 3M | -19.9% | +1.1% | -21.0% | -20.3% |
| 6M | -28.2% | +30.2% | -58.3% | -33.1% |
| YTD | -9.0% | +45.8% | -54.9% | -18.1% |
| 1Y | -1.7% | +51.9% | -53.6% | -12.4% |
| 3Y | +114.5% | +158.5% | -43.9% | +66.3% |
| 5Y | +96.2% | +208.0% | -111.9% | +44.0% |
| 10Y | +654.4% | +376.6% | +277.8% | +406.7% |
| All | +654.4% | +369.2% | +285.1% | +406.7% |
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