+78.8%
U vs USFD
+159.6%
-80.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +24.4% | +8.4% | +16.0% | +20.0% |
| 30D | +7.4% | +12.7% | -5.4% | +1.6% |
| 3M | +16.8% | +1.1% | +15.7% | +15.6% |
| 6M | +78.8% | +30.2% | +48.6% | +57.8% |
| YTD | +14.0% | +45.8% | -31.9% | -12.6% |
| 1Y | +16.7% | +51.9% | -35.2% | -13.6% |
| All | +78.8% | +159.6% | -80.8% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling