+404.3%
META vs USFD
+369.7%
+34.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | +3.0% | -3.7% | -1.7% |
| 30D | -15.4% | +11.1% | -26.5% | -17.9% |
| 3M | +3.5% | -0.3% | +3.8% | +3.1% |
| 6M | -0.3% | +15.9% | -16.2% | -4.9% |
| YTD | -7.3% | +41.6% | -49.0% | -17.2% |
| 1Y | -1.1% | +49.4% | -50.5% | -13.0% |
| 3Y | +95.1% | +157.8% | -62.8% | +48.0% |
| 5Y | +80.6% | +176.6% | -96.1% | +32.8% |
| All | +404.3% | +369.7% | +34.6% | +229.2% |
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