+27.6%
IR vs USFD
+159.2%
-131.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +3.7% | +3.0% | +0.7% | +2.4% |
| 30D | +7.4% | +11.1% | -3.6% | +3.0% |
| 3M | -5.9% | -0.3% | -5.6% | -6.1% |
| 6M | +5.6% | +15.9% | -10.3% | -1.4% |
| YTD | +4.8% | +41.6% | -36.8% | -11.9% |
| 1Y | +6.9% | +49.4% | -42.5% | -12.7% |
| 3Y | +27.6% | +157.8% | -130.3% | -17.6% |
| All | +27.6% | +159.2% | -131.7% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling