+1,001.8%
TER vs USFD
+368.6%
+633.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.1% | +9.7% | +11.7% |
| 7D | -5.8% | +3.9% | -9.7% | -7.2% |
| 30D | -38.9% | +12.8% | -51.7% | -41.7% |
| 3M | -35.1% | +1.0% | -36.1% | -35.7% |
| 6M | -31.6% | +30.3% | -61.8% | -38.8% |
| YTD | +27.2% | +46.0% | -18.7% | +8.9% |
| 1Y | +35.2% | +49.6% | -14.4% | +14.6% |
| 3Y | +192.8% | +166.3% | +26.5% | +101.5% |
| 5Y | +72.4% | +208.4% | -136.0% | +12.2% |
| 10Y | +1,001.8% | +371.2% | +630.6% | +470.7% |
| All | +1,001.8% | +368.6% | +633.2% | +470.7% |
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