+291.3%
IR vs USFD
+267.2%
+24.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -2.8% | -3.0% | +0.2% | -1.8% |
| 30D | -15.1% | +3.5% | -18.7% | -16.4% |
| 3M | +6.1% | +26.6% | -20.5% | -3.2% |
| 6M | -16.8% | +11.7% | -28.5% | -20.6% |
| YTD | -3.5% | +38.1% | -41.7% | -15.5% |
| 1Y | -3.5% | +33.4% | -36.9% | -14.5% |
| 3Y | +9.5% | +155.8% | -146.3% | -24.2% |
| 5Y | +45.1% | +214.0% | -169.0% | -8.6% |
| All | +291.3% | +267.2% | +24.0% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling