+53.4%
T vs USFD
+188.3%
-134.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.0% | +3.0% | -1.9% | +0.4% |
| 30D | -10.6% | +11.1% | -21.7% | -12.4% |
| 3M | -7.7% | -0.3% | -7.5% | -7.8% |
| 6M | -13.3% | +15.9% | -29.2% | -15.9% |
| YTD | -8.8% | +41.6% | -50.4% | -15.3% |
| 1Y | -8.4% | +49.4% | -57.8% | -16.0% |
| 3Y | +59.6% | +157.8% | -98.2% | +26.5% |
| All | +53.4% | +188.3% | -134.9% | +16.0% |
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