+420.8%
META vs USFD
+329.0%
+91.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +6.7% | -3.0% | +9.7% | +7.5% |
| 30D | +4.8% | +3.5% | +1.2% | +3.7% |
| 3M | -1.6% | +26.6% | -28.2% | -8.0% |
| 6M | -7.5% | +11.7% | -19.2% | -10.7% |
| YTD | -6.4% | +38.1% | -44.5% | -15.4% |
| 1Y | -17.3% | +33.4% | -50.7% | -24.7% |
| 3Y | +109.9% | +155.8% | -45.9% | +60.2% |
| 5Y | +65.4% | +214.0% | -148.7% | +19.6% |
| 10Y | +391.8% | +320.4% | +71.4% | +222.7% |
| All | +420.8% | +329.0% | +91.8% | +240.4% |
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 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