-26.3%
U vs USFD
+326.1%
-352.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +24.4% | +8.4% | +16.0% | +19.1% |
| 30D | +7.4% | +12.7% | -5.4% | +0.4% |
| 3M | +16.8% | +1.1% | +15.7% | +15.1% |
| 6M | +78.8% | +30.2% | +48.6% | +53.9% |
| YTD | +14.0% | +45.8% | -31.9% | -11.3% |
| 1Y | +16.7% | +51.9% | -35.2% | -11.4% |
| 3Y | +86.4% | +158.5% | -72.1% | +5.8% |
| 5Y | -71.5% | +208.0% | -279.5% | -85.3% |
| All | -26.3% | +326.1% | -352.5% | -55.9% |
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