+556.7%
QQQ vs USFD
+322.5%
+234.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.5% | -3.3% | +4.9% | +2.3% |
| 30D | -0.6% | -5.3% | +4.7% | +0.6% |
| 3M | +0.4% | +18.8% | -18.4% | -3.9% |
| 6M | +20.1% | +14.3% | +5.8% | +15.7% |
| YTD | +17.2% | +36.9% | -19.7% | +7.6% |
| 1Y | +24.7% | +31.7% | -7.0% | +15.3% |
| 3Y | +96.2% | +164.5% | -68.3% | +53.6% |
| 5Y | +94.4% | +212.6% | -118.2% | +45.4% |
| 10Y | +556.7% | +329.7% | +227.0% | +344.3% |
| All | +556.7% | +322.5% | +234.2% | +344.3% |
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