+697.4%
GOOG vs USFD
+353.4%
+344.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.3% | 0.0% |
| 7D | +2.9% | +3.9% | -1.0% | +1.9% |
| 30D | -17.8% | +12.8% | -30.6% | -20.3% |
| 3M | -19.0% | +1.0% | -20.0% | -19.5% |
| 6M | -27.9% | +30.3% | -58.1% | -32.8% |
| YTD | -8.7% | +46.0% | -54.6% | -17.8% |
| 1Y | +2.5% | +49.6% | -47.1% | -8.3% |
| 3Y | +119.2% | +166.3% | -47.0% | +68.8% |
| 5Y | +93.4% | +208.4% | -114.9% | +42.1% |
| 10Y | +635.3% | +371.2% | +264.1% | +386.6% |
| All | +697.4% | +353.4% | +344.1% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling