+482.5%
NDAQ vs USFD
+340.6%
+141.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.1% |
| 7D | +1.2% | +3.9% | -2.8% | +0.4% |
| 30D | +15.8% | +10.7% | +5.1% | +13.6% |
| 3M | +13.4% | +6.3% | +7.0% | +11.9% |
| 6M | +20.9% | +16.2% | +4.6% | +17.1% |
| YTD | +11.1% | +41.9% | -30.8% | +2.9% |
| 1Y | +26.5% | +44.2% | -17.7% | +16.7% |
| 3Y | +121.5% | +159.8% | -38.3% | +82.7% |
| 5Y | +61.3% | +177.1% | -115.8% | +29.4% |
| 10Y | +480.0% | +376.2% | +103.9% | +342.0% |
| All | +482.5% | +340.6% | +141.9% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling