+995.4%
TER vs USFD
+359.9%
+635.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +14.4% | +1.7% | +12.7% | +13.8% |
| 30D | -30.6% | +10.2% | -40.7% | -33.2% |
| 3M | -39.2% | -1.5% | -37.7% | -39.2% |
| 6M | -31.3% | +27.3% | -58.6% | -38.1% |
| YTD | +29.1% | +44.0% | -14.9% | +11.0% |
| 1Y | +47.4% | +50.4% | -2.9% | +24.7% |
| 3Y | +191.2% | +153.6% | +37.7% | +103.9% |
| 5Y | +74.0% | +219.0% | -145.0% | +12.3% |
| All | +995.4% | +359.9% | +635.5% | +485.5% |
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