+19.2%
U vs USFD
+49.7%
-30.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | +0.1% |
| 7D | +32.3% | +3.9% | +28.4% | +32.3% |
| 30D | +9.7% | +12.8% | -3.1% | +10.2% |
| 3M | +19.6% | +1.0% | +18.6% | +19.4% |
| 6M | +82.6% | +30.3% | +52.4% | +91.4% |
| YTD | +16.4% | +46.0% | -29.5% | +12.4% |
| All | +19.2% | +49.7% | -30.5% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling