+34.1%
MSCI vs USFD
+159.2%
-125.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.4% |
| 3M | +13.4% | -0.3% | +13.7% | +13.2% |
| 6M | +10.9% | +15.9% | -5.0% | +6.2% |
| YTD | +13.0% | +41.6% | -28.6% | -0.7% |
| 1Y | +12.0% | +49.4% | -37.4% | -3.8% |
| 3Y | +34.1% | +157.8% | -123.7% | -4.8% |
| All | +34.1% | +159.2% | -125.1% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling