+109.3%
INTC vs USFD
+368.6%
-259.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.7% |
| 7D | -1.0% | +3.9% | -4.9% | -2.0% |
| 30D | -43.3% | +12.8% | -56.1% | -45.2% |
| 3M | -41.6% | +1.0% | -42.6% | -42.0% |
| 6M | -52.5% | +30.3% | -82.7% | -56.1% |
| YTD | +60.9% | +46.0% | +14.9% | +43.2% |
| 1Y | +55.7% | +49.6% | +6.1% | +37.5% |
| 3Y | +59.2% | +166.3% | -107.1% | +20.8% |
| 5Y | +25.0% | +208.4% | -183.4% | -9.7% |
| 10Y | +109.3% | +371.2% | -262.0% | +36.0% |
| All | +109.3% | +368.6% | -259.4% | +36.0% |
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 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