+50.4%
TER vs USFD
+184.3%
-133.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -13.8% |
| 7D | -28.2% | +3.9% | -32.1% | -29.9% |
| 30D | -50.6% | +10.7% | -61.3% | -53.5% |
| 3M | -45.3% | +6.3% | -51.7% | -47.8% |
| 6M | -40.4% | +16.2% | -56.6% | -46.7% |
| YTD | +10.0% | +41.9% | -31.8% | -13.7% |
| 1Y | +13.6% | +44.2% | -30.6% | -12.0% |
| 3Y | +145.2% | +159.8% | -14.6% | +28.5% |
| 5Y | +50.4% | +177.1% | -126.7% | -30.3% |
| All | +50.4% | +184.3% | -133.9% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling