+70.9%
NDAQ vs USFD
+207.9%
-137.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 3M | +15.8% | -0.7% | +16.5% | +15.8% |
| 6M | +24.8% | +31.3% | -6.4% | +15.2% |
| YTD | +14.1% | +45.7% | -31.6% | +0.2% |
| 1Y | +26.5% | +52.1% | -25.6% | +9.5% |
| 3Y | +119.1% | +158.2% | -39.1% | +59.9% |
| 5Y | +70.9% | +213.8% | -142.8% | +13.8% |
| All | +70.9% | +207.9% | -137.0% | +13.8% |
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