+707.9%
P vs USFD
+368.6%
+339.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +5.0% |
| 7D | -9.6% | +3.9% | -13.5% | -11.2% |
| 30D | -33.4% | +12.8% | -46.3% | -37.1% |
| 3M | +14.2% | +1.0% | +13.2% | +13.0% |
| 6M | +31.6% | +30.3% | +1.3% | +16.0% |
| YTD | +53.5% | +46.0% | +7.5% | +26.1% |
| 1Y | +14.2% | +49.6% | -35.4% | -7.0% |
| 3Y | +190.5% | +166.3% | +24.2% | +83.3% |
| 5Y | +256.3% | +208.4% | +48.0% | +105.9% |
| 10Y | +707.9% | +371.2% | +336.6% | +258.2% |
| All | +707.9% | +368.6% | +339.2% | +258.2% |
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