+82.5%
O vs USFD
+375.5%
-293.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +9.4% | +12.3% | -2.9% | +5.3% |
| 3M | -2.4% | -0.7% | -1.7% | -2.4% |
| 6M | -1.9% | +31.3% | -33.1% | -10.6% |
| YTD | +10.5% | +45.7% | -35.3% | -3.5% |
| 1Y | +10.0% | +52.1% | -42.2% | -5.5% |
| 3Y | +40.5% | +158.2% | -117.8% | -1.1% |
| 5Y | +10.2% | +213.8% | -203.5% | -30.2% |
| 10Y | +82.5% | +367.0% | -284.6% | -23.7% |
| All | +82.5% | +375.5% | -293.1% | -23.7% |
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