+426.5%
NDAQ vs USFD
+329.0%
+97.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -2.4% | -3.0% | +0.6% | -1.9% |
| 30D | +2.5% | +3.5% | -1.1% | +1.7% |
| 3M | +9.9% | +26.6% | -16.6% | +5.0% |
| 6M | +9.4% | +11.7% | -2.3% | +6.8% |
| YTD | +0.4% | +38.1% | -37.7% | -6.4% |
| 1Y | +4.0% | +33.4% | -29.4% | -2.5% |
| 3Y | +94.4% | +155.8% | -61.4% | +60.8% |
| 5Y | +56.7% | +214.0% | -157.3% | +23.4% |
| 10Y | +375.3% | +320.4% | +54.9% | +262.0% |
| All | +426.5% | +329.0% | +97.5% | +299.9% |
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