+202.8%
TER vs USFD
+215.8%
-13.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.7% |
| 7D | +0.6% | -3.0% | +3.6% | +2.2% |
| 30D | -8.3% | +3.5% | -11.8% | -10.2% |
| 3M | -12.2% | +26.6% | -38.8% | -24.6% |
| 6M | +17.1% | +11.7% | +5.4% | +8.3% |
| YTD | +84.7% | +38.1% | +46.5% | +49.3% |
| 1Y | +199.9% | +33.4% | +166.5% | +145.7% |
| 3Y | +232.8% | +155.8% | +76.9% | +80.7% |
| All | +202.8% | +215.8% | -13.0% | +45.6% |
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