+62.6%
NDAQ vs USFD
+188.3%
-125.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +0.8% | +3.0% | -2.1% | 0.0% |
| 30D | +16.5% | +11.1% | +5.5% | +13.2% |
| 3M | +13.5% | -0.3% | +13.8% | +13.4% |
| 6M | +20.9% | +15.9% | +5.0% | +15.5% |
| YTD | +11.4% | +41.6% | -30.2% | -1.3% |
| 1Y | +25.9% | +49.4% | -23.5% | +9.4% |
| 3Y | +119.9% | +157.8% | -38.0% | +60.4% |
| All | +62.6% | +188.3% | -125.7% | +10.1% |
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 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