+61.4%
T vs USFD
+375.5%
-314.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +2.0% | -0.2% | +2.1% | +2.0% |
| 30D | -1.0% | +12.3% | -13.4% | -3.1% |
| 3M | -8.1% | -0.7% | -7.4% | -8.1% |
| 6M | -8.3% | +31.3% | -39.5% | -12.8% |
| YTD | -6.1% | +45.7% | -51.8% | -12.8% |
| 1Y | -7.4% | +52.1% | -59.5% | -14.7% |
| 3Y | +65.4% | +158.2% | -92.8% | +36.6% |
| 5Y | +57.6% | +213.8% | -156.1% | +23.7% |
| 10Y | +61.4% | +367.0% | -305.6% | +16.6% |
| All | +61.4% | +375.5% | -314.1% | +16.6% |
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 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