+10.2%
O vs USFD
+207.9%
-197.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.9% |
| 3M | -2.4% | -0.7% | -1.7% | -2.4% |
| 6M | -1.9% | +31.3% | -33.1% | -6.9% |
| YTD | +10.5% | +45.7% | -35.3% | +2.2% |
| 1Y | +10.0% | +52.1% | -42.2% | +0.8% |
| 3Y | +40.5% | +158.2% | -117.8% | +13.8% |
| 5Y | +10.2% | +213.8% | -203.5% | -16.1% |
| All | +10.2% | +207.9% | -197.7% | -16.1% |
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