+99.9%
IT vs USFD
+369.7%
-269.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.9% | -4.0% |
| 7D | -16.9% | +3.0% | -19.9% | -17.6% |
| 30D | +2.3% | +11.1% | -8.7% | -1.0% |
| 3M | +2.9% | -0.3% | +3.1% | +2.9% |
| 6M | +25.9% | +15.9% | +10.0% | +19.2% |
| YTD | -24.6% | +41.6% | -66.3% | -34.7% |
| 1Y | -16.0% | +49.4% | -65.4% | -28.7% |
| 3Y | -51.6% | +157.8% | -209.4% | -66.1% |
| 5Y | -42.6% | +176.6% | -219.3% | -61.7% |
| All | +99.9% | +369.7% | -269.8% | +0.2% |
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