+281.3%
P vs USFD
+215.8%
+65.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +6.5% | -3.0% | +9.6% | +7.9% |
| 30D | +18.8% | +3.5% | +15.3% | +17.2% |
| 3M | +26.7% | +26.6% | +0.2% | +14.0% |
| 6M | +62.2% | +11.7% | +50.5% | +53.0% |
| YTD | +48.5% | +38.1% | +10.4% | +24.4% |
| 1Y | +26.4% | +33.4% | -7.0% | +7.8% |
| 3Y | +159.4% | +155.8% | +3.6% | +63.0% |
| All | +281.3% | +215.8% | +65.4% | +105.8% |
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