+57.8%
T vs USFD
+215.4%
-157.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.5% | +1.7% | +0.9% | +2.2% |
| 30D | -3.8% | +10.2% | -13.9% | -5.6% |
| 3M | -8.7% | -1.5% | -7.3% | -8.6% |
| 6M | -8.1% | +27.3% | -35.5% | -12.5% |
| YTD | -6.4% | +44.0% | -50.4% | -13.4% |
| 1Y | -9.8% | +50.4% | -60.1% | -17.3% |
| 3Y | +65.5% | +153.6% | -88.1% | +31.8% |
| All | +57.8% | +215.4% | -157.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling