+52.0%
T vs USFD
+339.9%
-287.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.3% |
| 3M | -7.7% | -0.3% | -7.5% | -7.8% |
| 6M | -13.3% | +15.9% | -29.2% | -15.8% |
| YTD | -8.8% | +41.6% | -50.4% | -14.8% |
| 1Y | -8.4% | +49.4% | -57.8% | -15.3% |
| 3Y | +59.6% | +157.8% | -98.2% | +32.0% |
| 5Y | +52.1% | +176.6% | -124.5% | +22.2% |
| 10Y | +56.9% | +375.4% | -318.5% | +14.7% |
| All | +52.0% | +339.9% | -287.9% | +10.4% |
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