+336.0%
IR vs USFD
+287.4%
+48.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.1% | -0.2% | +1.2% | +1.2% |
| 30D | +7.6% | +12.3% | -4.8% | +2.8% |
| 3M | +0.1% | -0.7% | +0.8% | -0.1% |
| 6M | +14.0% | +31.3% | -17.3% | +2.1% |
| YTD | +7.5% | +45.7% | -38.2% | -8.0% |
| 1Y | +10.1% | +52.1% | -42.0% | -7.4% |
| 3Y | +24.9% | +158.2% | -133.4% | -14.1% |
| 5Y | +46.9% | +213.8% | -166.9% | -7.6% |
| All | +336.0% | +287.4% | +48.6% | +116.6% |
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