+82.7%
IT vs USFD
+329.0%
-246.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.5% |
| 7D | -6.0% | -3.0% | -3.0% | -5.1% |
| 30D | 0.0% | +3.5% | -3.5% | -1.3% |
| 3M | +13.1% | +26.6% | -13.5% | +4.3% |
| 6M | +11.7% | +11.7% | 0.0% | +6.9% |
| YTD | -26.1% | +38.1% | -64.2% | -35.3% |
| 1Y | -21.3% | +33.4% | -54.6% | -30.3% |
| 3Y | -46.7% | +155.8% | -202.6% | -62.6% |
| 5Y | -40.5% | +214.0% | -254.5% | -61.8% |
| 10Y | +103.9% | +320.4% | -216.5% | +5.7% |
| All | +82.7% | +329.0% | -246.3% | -5.7% |
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 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