+523.8%
QQQ vs USFD
+369.2%
+154.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.5% | +8.4% | -9.9% | -3.3% |
| 30D | -10.2% | +12.7% | -22.9% | -12.7% |
| 3M | -6.3% | +1.1% | -7.4% | -6.8% |
| 6M | -4.9% | +30.2% | -35.1% | -11.1% |
| YTD | +10.2% | +45.8% | -35.6% | -0.5% |
| 1Y | +8.8% | +51.9% | -43.2% | -2.8% |
| 3Y | +81.4% | +158.5% | -77.1% | +42.7% |
| 5Y | +78.5% | +208.0% | -129.6% | +33.5% |
| 10Y | +523.8% | +376.6% | +147.2% | +324.3% |
| All | +523.8% | +369.2% | +154.6% | +324.3% |
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