+479.7%
NDAQ vs USFD
+375.5%
+104.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | +16.3% | +12.3% | +4.0% | +13.7% |
| 3M | +15.8% | -0.7% | +16.5% | +15.8% |
| 6M | +24.8% | +31.3% | -6.4% | +18.2% |
| YTD | +14.1% | +45.7% | -31.6% | +5.0% |
| 1Y | +26.5% | +52.1% | -25.6% | +15.4% |
| 3Y | +119.1% | +158.2% | -39.1% | +80.4% |
| 5Y | +70.9% | +213.8% | -142.8% | +34.0% |
| 10Y | +479.7% | +367.0% | +112.7% | +319.6% |
| All | +479.7% | +375.5% | +104.2% | +319.6% |
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