+43.7%
RF vs USFD
+184.3%
-140.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.9% |
| 7D | -1.6% | +3.9% | -5.5% | -3.4% |
| 30D | +5.0% | +10.7% | -5.7% | +0.3% |
| 3M | -10.0% | +6.3% | -16.3% | -12.9% |
| 6M | +3.3% | +16.2% | -12.9% | -4.5% |
| YTD | +7.9% | +41.9% | -33.9% | -11.2% |
| 1Y | +21.2% | +44.2% | -23.0% | -1.4% |
| 3Y | +105.8% | +159.8% | -54.0% | +22.3% |
| 5Y | +43.7% | +177.1% | -133.4% | -20.0% |
| All | +43.7% | +184.3% | -140.5% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling