+5.6%
MSCI vs USFD
+215.4%
-209.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +3.0% | +1.7% | +1.3% | +2.3% |
| 30D | +17.8% | +10.2% | +7.6% | +13.2% |
| 3M | +15.2% | -1.5% | +16.7% | +15.5% |
| 6M | +16.5% | +27.3% | -10.9% | +4.5% |
| YTD | +16.4% | +44.0% | -27.6% | -3.4% |
| 1Y | +16.8% | +50.4% | -33.5% | -5.3% |
| 3Y | +35.8% | +153.6% | -117.8% | -17.3% |
| All | +5.6% | +215.4% | -209.8% | -44.8% |
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 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