+53.4%
T vs USFD
+340.6%
-287.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.5% |
| 7D | +4.3% | +3.9% | +0.4% | +3.5% |
| 30D | -9.7% | +10.7% | -20.4% | -11.3% |
| 3M | -4.3% | +6.3% | -10.6% | -5.5% |
| 6M | -13.7% | +16.2% | -29.9% | -16.2% |
| YTD | -8.0% | +41.9% | -49.8% | -14.1% |
| 1Y | -6.9% | +44.2% | -51.1% | -13.4% |
| 3Y | +59.7% | +159.8% | -100.1% | +31.9% |
| 5Y | +53.4% | +177.1% | -123.7% | +23.2% |
| 10Y | +58.2% | +376.2% | -317.9% | +15.7% |
| All | +53.4% | +340.6% | -287.3% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling