+14.9%
O vs USFD
+215.8%
-200.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.7% | -3.0% | +2.3% | -0.2% |
| 30D | -1.9% | +3.5% | -5.4% | -2.6% |
| 3M | +3.8% | +26.6% | -22.7% | -0.5% |
| 6M | -4.7% | +11.7% | -16.5% | -6.8% |
| YTD | +12.5% | +38.1% | -25.7% | +5.5% |
| 1Y | +10.8% | +33.4% | -22.6% | +4.5% |
| 3Y | +28.8% | +155.8% | -127.0% | +5.5% |
| All | +14.9% | +215.8% | -200.9% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling