+11.9%
IR vs USFD
+156.9%
-145.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -2.8% | -3.0% | +0.2% | -1.7% |
| 30D | -15.1% | +3.5% | -18.7% | -16.5% |
| 3M | +6.1% | +26.6% | -20.5% | -4.2% |
| 6M | -16.8% | +11.7% | -28.5% | -20.9% |
| YTD | -3.5% | +38.1% | -41.7% | -17.7% |
| 1Y | -3.5% | +33.4% | -36.9% | -16.4% |
| All | +11.9% | +156.9% | -145.0% | -27.4% |
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 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