+99.1%
NDAQ vs USFD
+156.9%
-57.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -2.4% | -3.0% | +0.6% | -1.8% |
| 30D | +2.5% | +3.5% | -1.1% | +1.5% |
| 3M | +9.9% | +26.6% | -16.6% | +3.6% |
| 6M | +9.4% | +11.7% | -2.3% | +6.2% |
| YTD | +0.4% | +38.1% | -37.7% | -10.4% |
| 1Y | +4.0% | +33.4% | -29.4% | -6.0% |
| All | +99.1% | +156.9% | -57.8% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling