+1,057.8%
TER vs USFD
+359.1%
+698.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | +24.0% | +1.3% | +22.7% | +23.5% |
| 30D | -30.6% | +10.6% | -41.2% | -33.4% |
| 3M | -34.5% | -2.4% | -32.1% | -34.3% |
| 6M | -26.4% | +28.9% | -55.3% | -33.9% |
| YTD | +36.4% | +43.7% | -7.3% | +17.4% |
| 1Y | +47.4% | +48.5% | -1.1% | +25.2% |
| 3Y | +202.6% | +154.7% | +47.9% | +111.5% |
| 5Y | +83.9% | +218.4% | -134.5% | +18.8% |
| All | +1,057.8% | +359.1% | +698.7% | +519.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling