-7.5%
MSCI vs USFD
+215.8%
-223.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.4% | -3.0% | +3.4% | +1.5% |
| 30D | +0.6% | +3.5% | -3.0% | -1.0% |
| 3M | -7.1% | +26.6% | -33.6% | -15.7% |
| 6M | +0.8% | +11.7% | -10.9% | -4.4% |
| YTD | +1.0% | +38.1% | -37.1% | -13.7% |
| 1Y | +4.3% | +33.4% | -29.1% | -9.6% |
| 3Y | +9.9% | +155.8% | -145.9% | -31.1% |
| All | -7.5% | +215.8% | -223.3% | -48.3% |
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