+336.0%
RF vs USFD
+353.3%
-17.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -7.0% | -2.6% |
| 7D | +2.3% | +7.8% | -5.6% | -1.6% |
| 30D | +7.2% | +16.2% | -8.9% | -0.6% |
| 3M | -8.2% | +11.0% | -19.2% | -13.5% |
| 6M | +7.0% | +20.7% | -13.7% | -3.8% |
| YTD | +10.3% | +46.0% | -35.7% | -11.4% |
| 1Y | +25.1% | +49.8% | -24.7% | -1.2% |
| 3Y | +110.3% | +167.3% | -57.0% | +22.3% |
| 5Y | +47.1% | +197.2% | -150.1% | -21.3% |
| 10Y | +297.9% | +389.9% | -91.9% | +52.6% |
| All | +336.0% | +353.3% | -17.3% | +71.6% |
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