+698.6%
P vs USFD
+329.0%
+369.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.1% |
| 3M | +26.7% | +26.6% | +0.2% | +14.0% |
| 6M | +62.2% | +11.7% | +50.5% | +52.9% |
| YTD | +48.5% | +38.1% | +10.4% | +26.0% |
| 1Y | +26.4% | +33.4% | -7.0% | +8.9% |
| 3Y | +159.4% | +155.8% | +3.6% | +68.0% |
| 5Y | +275.8% | +214.0% | +61.8% | +117.2% |
| 10Y | +732.0% | +320.4% | +411.7% | +295.8% |
| All | +698.6% | +329.0% | +369.6% | +271.8% |
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 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