-53.6%
IT vs USFD
+156.3%
-209.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | -1.8% | +10.2% | -12.0% | -4.1% |
| 3M | +4.8% | -1.5% | +6.3% | +5.2% |
| 6M | +33.0% | +27.3% | +5.7% | +25.5% |
| YTD | -23.8% | +44.0% | -67.8% | -34.5% |
| 1Y | -16.5% | +50.4% | -66.9% | -30.0% |
| 3Y | -53.6% | +153.6% | -207.2% | -67.8% |
| All | -53.6% | +156.3% | -209.9% | -67.8% |
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