-22.7%
U vs USFD
+320.7%
-343.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.1% |
| 7D | +2.6% | +1.7% | +0.9% | +1.7% |
| 30D | +27.6% | +10.2% | +17.4% | +20.7% |
| 3M | +15.3% | -1.5% | +16.8% | +15.1% |
| 6M | +96.4% | +27.3% | +69.0% | +70.9% |
| YTD | +19.6% | +44.0% | -24.4% | -6.4% |
| 1Y | +42.1% | +50.4% | -8.2% | +8.4% |
| 3Y | +87.5% | +153.6% | -66.0% | +7.5% |
| 5Y | -73.1% | +219.0% | -292.1% | -86.0% |
| All | -22.7% | +320.7% | -343.4% | -53.4% |
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