+319.4%
IR vs USFD
+277.2%
+42.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.8% |
| 7D | +2.3% | +3.9% | -1.6% | +0.6% |
| 30D | +3.3% | +10.7% | -7.4% | -0.8% |
| 3M | -9.0% | +6.3% | -15.4% | -11.6% |
| 6M | +8.0% | +16.2% | -8.2% | +1.2% |
| YTD | +3.4% | +41.9% | -38.5% | -10.7% |
| 1Y | +4.5% | +44.2% | -39.7% | -10.4% |
| 3Y | +25.6% | +159.8% | -134.2% | -13.8% |
| 5Y | +43.8% | +177.1% | -133.3% | -5.7% |
| All | +319.4% | +277.2% | +42.3% | +110.3% |
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