+76.2%
O vs USFD
+359.9%
-283.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.4% | +1.7% | -2.0% | -0.9% |
| 30D | +7.1% | +10.2% | -3.0% | +3.7% |
| 3M | -5.2% | -1.5% | -3.7% | -5.0% |
| 6M | -1.8% | +27.3% | -29.1% | -9.6% |
| YTD | +9.1% | +44.0% | -34.9% | -4.4% |
| 1Y | +9.7% | +50.4% | -40.7% | -5.4% |
| 3Y | +39.1% | +153.6% | -114.4% | -1.4% |
| 5Y | +8.4% | +219.0% | -210.6% | -31.8% |
| All | +76.2% | +359.9% | -283.8% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling