+167.1%
P vs USFD
+159.7%
+7.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.8% | -13.6% | -15.6% |
| 7D | -31.9% | +3.9% | -35.8% | -32.7% |
| 30D | -36.5% | +10.7% | -47.2% | -38.7% |
| 3M | +11.6% | +6.3% | +5.3% | +9.2% |
| 6M | +25.2% | +16.2% | +9.0% | +18.0% |
| YTD | +39.4% | +41.9% | -2.4% | +14.5% |
| 1Y | -3.7% | +44.2% | -47.9% | -21.4% |
| All | +167.1% | +159.7% | +7.5% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling