+133.7%
GOOG vs USFD
+214.9%
-81.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +1.1% | -3.3% | +4.4% | +2.3% |
| 30D | -5.1% | -5.3% | +0.3% | -3.3% |
| 3M | -7.1% | +18.8% | -25.9% | -13.2% |
| 6M | +12.7% | +14.3% | -1.6% | +6.4% |
| YTD | +7.1% | +36.9% | -29.8% | -6.6% |
| 1Y | +43.6% | +31.7% | +11.9% | +26.9% |
| 3Y | +146.8% | +164.5% | -17.7% | +59.5% |
| 5Y | +133.7% | +212.6% | -78.9% | +34.2% |
| All | +133.7% | +214.9% | -81.2% | +34.2% |
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