+38.1%
O vs USFD
+159.2%
-121.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +3.7% | +3.0% | +0.8% | +3.2% |
| 30D | +11.2% | +11.1% | +0.1% | +9.4% |
| 3M | -4.0% | -0.3% | -3.7% | -4.1% |
| 6M | -5.2% | +15.9% | -21.1% | -7.4% |
| YTD | +9.5% | +41.6% | -32.1% | +4.0% |
| 1Y | +10.6% | +49.4% | -38.8% | +4.3% |
| 3Y | +38.1% | +157.8% | -119.7% | +17.4% |
| All | +38.1% | +159.2% | -121.1% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling