+649.9%
P vs USFD
+340.6%
+309.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.8% | -13.6% | -15.3% |
| 7D | -31.9% | +3.9% | -35.8% | -33.2% |
| 30D | -36.5% | +10.7% | -47.2% | -39.6% |
| 3M | +11.6% | +6.3% | +5.3% | +8.0% |
| 6M | +25.2% | +16.2% | +9.0% | +15.7% |
| YTD | +39.4% | +41.9% | -2.4% | +16.1% |
| 1Y | -3.7% | +44.2% | -47.9% | -20.2% |
| 3Y | +167.3% | +159.8% | +7.5% | +71.2% |
| 5Y | +237.3% | +177.1% | +60.2% | +104.6% |
| 10Y | +698.6% | +376.2% | +322.5% | +280.7% |
| All | +649.9% | +340.6% | +309.3% | +242.7% |
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