+8.9%
O vs USFD
+32.2%
-23.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -0.6% | -3.3% | +2.8% | 0.0% |
| 30D | -2.0% | -5.3% | +3.4% | -1.2% |
| 3M | +3.0% | +18.8% | -15.8% | +0.7% |
| 6M | -3.6% | +14.3% | -17.9% | -5.4% |
| YTD | +12.1% | +36.9% | -24.8% | +7.1% |
| 1Y | +8.9% | +31.7% | -22.8% | +5.4% |
| All | +8.9% | +32.2% | -23.3% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling