+710.3%
GOOG vs USFD
+352.6%
+357.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | -16.7% | +12.3% | -29.1% | -19.1% |
| 3M | -15.2% | -0.7% | -14.5% | -15.3% |
| 6M | -24.8% | +31.3% | -56.0% | -30.0% |
| YTD | -7.2% | +45.7% | -52.9% | -16.4% |
| 1Y | -0.1% | +52.1% | -52.3% | -11.0% |
| 3Y | +118.8% | +158.2% | -39.4% | +69.8% |
| 5Y | +99.9% | +213.8% | -113.8% | +46.3% |
| 10Y | +678.2% | +367.0% | +311.2% | +415.8% |
| All | +710.3% | +352.6% | +357.7% | +433.0% |
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