+488.5%
NDAQ vs USFD
+359.9%
+128.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.3% | +1.7% | -0.4% | +0.9% |
| 30D | +18.0% | +10.2% | +7.8% | +15.8% |
| 3M | +11.5% | -1.5% | +13.0% | +11.7% |
| 6M | +21.1% | +27.3% | -6.3% | +15.3% |
| YTD | +12.8% | +44.0% | -31.2% | +4.1% |
| 1Y | +25.7% | +50.4% | -24.7% | +14.9% |
| 3Y | +116.8% | +153.6% | -36.8% | +79.1% |
| 5Y | +67.3% | +219.0% | -151.7% | +30.7% |
| All | +488.5% | +359.9% | +128.5% | +323.4% |
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