+325.3%
IR vs USFD
+276.5%
+48.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +3.7% | +3.0% | +0.7% | +2.3% |
| 30D | +7.4% | +11.1% | -3.6% | +3.1% |
| 3M | -5.9% | -0.3% | -5.6% | -6.3% |
| 6M | +5.6% | +15.9% | -10.3% | -1.0% |
| YTD | +4.8% | +41.6% | -36.8% | -9.4% |
| 1Y | +6.9% | +49.4% | -42.5% | -9.6% |
| 3Y | +27.6% | +157.8% | -130.3% | -12.2% |
| 5Y | +45.8% | +176.6% | -130.8% | -4.3% |
| All | +325.3% | +276.5% | +48.7% | +113.4% |
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