+785.4%
MSCI vs USFD
+369.7%
+415.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +2.8% | +3.0% | -0.1% | +2.0% |
| 30D | +15.4% | +11.1% | +4.4% | +12.3% |
| 3M | +13.4% | -0.3% | +13.7% | +13.3% |
| 6M | +10.9% | +15.9% | -5.0% | +6.0% |
| YTD | +13.0% | +41.6% | -28.6% | +1.5% |
| 1Y | +12.0% | +49.4% | -37.4% | -1.0% |
| 3Y | +34.1% | +157.8% | -123.7% | +1.7% |
| 5Y | +3.9% | +176.6% | -172.7% | -23.9% |
| All | +785.4% | +369.7% | +415.7% | +412.2% |
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