+356.8%
RF vs USFD
+329.0%
+27.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.3% | -3.0% | +4.3% | +2.8% |
| 30D | -3.6% | +3.5% | -7.1% | -5.5% |
| 3M | +8.1% | +26.6% | -18.5% | -4.4% |
| 6M | +11.5% | +11.7% | -0.2% | +4.3% |
| YTD | +15.6% | +38.1% | -22.6% | -4.2% |
| 1Y | +15.7% | +33.4% | -17.7% | -2.7% |
| 3Y | +86.9% | +155.8% | -68.9% | +11.5% |
| 5Y | +89.8% | +214.0% | -124.2% | -1.1% |
| 10Y | +344.7% | +320.4% | +24.3% | +80.1% |
| All | +356.8% | +329.0% | +27.8% | +85.6% |
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