+65.5%
T vs USFD
+322.6%
-257.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | -1.3% | -3.0% | +1.7% | -0.7% |
| 30D | +11.4% | +3.5% | +7.8% | +10.6% |
| 3M | +14.3% | +26.6% | -12.3% | +9.5% |
| 6M | -9.3% | +11.7% | -21.0% | -11.3% |
| YTD | +7.1% | +38.1% | -31.0% | +0.5% |
| 1Y | -9.1% | +33.4% | -42.5% | -14.3% |
| 3Y | +105.3% | +155.8% | -50.5% | +69.7% |
| 5Y | +66.8% | +214.0% | -147.2% | +30.8% |
| All | +65.5% | +322.6% | -257.1% | +19.6% |
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