-8.4%
T vs USFD
+46.1%
-54.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.0% | +3.0% | -1.9% | +0.5% |
| 30D | -10.6% | +11.1% | -21.7% | -11.7% |
| 3M | -7.7% | -0.3% | -7.5% | -7.9% |
| 6M | -13.3% | +15.9% | -29.2% | -14.5% |
| YTD | -8.8% | +41.6% | -50.4% | -10.1% |
| 1Y | -8.4% | +49.4% | -57.8% | -9.9% |
| All | -8.4% | +46.1% | -54.5% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling