-42.5%
IT vs USFD
+208.8%
-251.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.6% |
| 7D | -3.7% | +1.3% | -5.0% | -4.1% |
| 30D | -3.1% | +10.6% | -13.7% | -6.4% |
| 3M | +6.3% | -2.4% | +8.8% | +7.2% |
| 6M | +24.8% | +28.9% | -4.2% | +13.3% |
| YTD | -24.4% | +43.7% | -68.1% | -36.5% |
| 1Y | -17.1% | +48.5% | -65.6% | -31.7% |
| 3Y | -53.6% | +154.7% | -208.3% | -70.2% |
| 5Y | -42.5% | +218.4% | -260.9% | -67.4% |
| All | -42.5% | +208.8% | -251.3% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling