+68.6%
O vs USFD
+340.6%
-272.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.4% |
| 7D | +4.5% | +3.9% | +0.6% | +3.1% |
| 30D | +10.2% | +10.7% | -0.5% | +6.5% |
| 3M | -3.8% | +6.3% | -10.1% | -6.0% |
| 6M | -3.8% | +16.2% | -20.1% | -8.9% |
| YTD | +10.3% | +41.9% | -31.5% | -2.8% |
| 1Y | +11.9% | +44.2% | -32.3% | -2.2% |
| 3Y | +38.1% | +159.8% | -121.7% | -3.0% |
| 5Y | +11.1% | +177.1% | -166.0% | -26.4% |
| 10Y | +72.7% | +376.2% | -303.4% | -26.1% |
| All | +68.6% | +340.6% | -272.0% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling