+15.7%
RF vs USFD
+34.2%
-18.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.3% | -3.0% | +4.3% | +1.6% |
| 30D | -3.6% | +3.5% | -7.1% | -4.0% |
| 3M | +8.1% | +26.6% | -18.5% | +5.7% |
| 6M | +11.5% | +11.7% | -0.2% | +10.2% |
| YTD | +15.6% | +38.1% | -22.6% | +7.4% |
| 1Y | +15.7% | +33.4% | -17.7% | +10.8% |
| All | +15.7% | +34.2% | -18.5% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling