+67.7%
T vs USFD
+215.8%
-148.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.1% |
| 6M | -9.3% | +11.7% | -21.0% | -11.4% |
| YTD | +7.1% | +38.1% | -31.0% | -0.1% |
| 1Y | -9.1% | +33.4% | -42.5% | -14.7% |
| 3Y | +105.3% | +155.8% | -50.5% | +62.6% |
| All | +67.7% | +215.8% | -148.2% | +22.3% |
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