+72.4%
TER vs USFD
+204.0%
-131.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.1% | +9.7% | +11.2% |
| 7D | -5.8% | +3.9% | -9.7% | -7.8% |
| 30D | -38.9% | +12.8% | -51.7% | -43.1% |
| 3M | -35.1% | +1.0% | -36.1% | -36.0% |
| 6M | -31.6% | +30.3% | -61.8% | -42.8% |
| YTD | +27.2% | +46.0% | -18.7% | -1.7% |
| 1Y | +35.2% | +49.6% | -14.4% | +2.6% |
| 3Y | +192.8% | +166.3% | +26.5% | +50.6% |
| 5Y | +72.4% | +208.4% | -136.0% | -22.2% |
| All | +72.4% | +204.0% | -131.5% | -22.2% |
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