+836.8%
MSCI vs USFD
+340.6%
+496.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.0% |
| 7D | +6.0% | +3.9% | +2.1% | +4.9% |
| 30D | +18.2% | +10.7% | +7.5% | +15.1% |
| 3M | +15.1% | +6.3% | +8.8% | +12.9% |
| 6M | +13.7% | +16.2% | -2.5% | +8.7% |
| YTD | +15.6% | +41.9% | -26.3% | +3.8% |
| 1Y | +16.3% | +44.2% | -27.9% | +3.8% |
| 3Y | +36.9% | +159.8% | -122.9% | +3.7% |
| 5Y | +6.3% | +177.1% | -170.8% | -22.1% |
| 10Y | +823.0% | +376.2% | +446.8% | +429.1% |
| All | +836.8% | +340.6% | +496.2% | +441.0% |
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