+62.8%
META vs USFD
+215.8%
-153.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +6.7% | -3.0% | +9.7% | +8.2% |
| 30D | +4.8% | +3.5% | +1.2% | +2.9% |
| 3M | -1.6% | +26.6% | -28.2% | -13.0% |
| 6M | -7.5% | +11.7% | -19.2% | -13.4% |
| YTD | -6.4% | +38.1% | -44.5% | -23.2% |
| 1Y | -17.3% | +33.4% | -50.7% | -31.1% |
| 3Y | +109.9% | +155.8% | -45.9% | +18.1% |
| All | +62.8% | +215.8% | -153.0% | -20.2% |
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 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