+1,841.7%
TER vs USFD
+329.0%
+1,512.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.6% |
| 7D | +0.6% | -3.0% | +3.6% | +1.6% |
| 30D | -8.3% | +3.5% | -11.8% | -9.5% |
| 3M | -12.2% | +26.6% | -38.8% | -20.3% |
| 6M | +17.1% | +11.7% | +5.4% | +11.5% |
| YTD | +84.7% | +38.1% | +46.5% | +62.1% |
| 1Y | +199.9% | +33.4% | +166.5% | +165.6% |
| 3Y | +232.8% | +155.8% | +76.9% | +133.6% |
| 5Y | +198.6% | +214.0% | -15.5% | +95.0% |
| 10Y | +1,669.7% | +320.4% | +1,349.4% | +878.0% |
| All | +1,841.7% | +329.0% | +1,512.7% | +975.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling