+89.2%
IT vs USFD
+359.9%
-270.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | -1.8% | +10.2% | -12.0% | -4.8% |
| 3M | +4.8% | -1.5% | +6.3% | +5.3% |
| 6M | +33.0% | +27.3% | +5.7% | +22.2% |
| YTD | -23.8% | +44.0% | -67.8% | -34.3% |
| 1Y | -16.5% | +50.4% | -66.9% | -29.3% |
| 3Y | -53.6% | +153.6% | -207.2% | -67.4% |
| 5Y | -42.1% | +219.0% | -261.1% | -63.0% |
| All | +89.2% | +359.9% | -270.7% | -4.7% |
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