+886.2%
TER vs USFD
+369.7%
+516.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.6% |
| 7D | -20.5% | +3.0% | -23.4% | -21.5% |
| 30D | -47.0% | +11.1% | -58.1% | -49.2% |
| 3M | -43.3% | -0.3% | -43.0% | -43.6% |
| 6M | -42.9% | +15.9% | -58.8% | -46.8% |
| YTD | +12.9% | +41.6% | -28.8% | -2.5% |
| 1Y | +18.2% | +49.4% | -31.2% | 0.0% |
| 3Y | +151.8% | +157.8% | -6.1% | +75.0% |
| 5Y | +54.2% | +176.6% | -122.4% | +3.5% |
| All | +886.2% | +369.7% | +516.5% | +415.4% |
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 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