-27.4%
U vs USFD
+325.7%
-353.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +16.9% | -0.2% | +17.1% | +16.7% |
| 30D | +6.4% | +12.3% | -6.0% | -0.4% |
| 3M | +13.2% | -0.7% | +13.9% | +12.5% |
| 6M | +84.8% | +31.3% | +53.5% | +58.3% |
| YTD | +12.4% | +45.7% | -33.3% | -12.5% |
| 1Y | +19.8% | +52.1% | -32.4% | -9.1% |
| 3Y | +83.8% | +158.2% | -74.4% | +4.4% |
| 5Y | -72.7% | +213.8% | -286.5% | -85.9% |
| All | -27.4% | +325.7% | -353.1% | -56.5% |
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