+686.6%
P vs USFD
+369.7%
+316.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -23.8% | +3.0% | -26.8% | -25.0% |
| 30D | -36.6% | +11.1% | -47.7% | -39.8% |
| 3M | +10.9% | -0.3% | +11.2% | +10.2% |
| 6M | +30.0% | +15.9% | +14.1% | +20.1% |
| YTD | +44.4% | +41.6% | +2.8% | +20.0% |
| 1Y | +3.9% | +49.4% | -45.5% | -15.4% |
| 3Y | +176.6% | +157.8% | +18.7% | +76.8% |
| 5Y | +249.3% | +176.6% | +72.6% | +110.7% |
| All | +686.6% | +369.7% | +316.9% | +252.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling