+99.5%
U vs USFD
+159.2%
-59.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +36.6% | +3.0% | +33.6% | +34.3% |
| 30D | +13.3% | +11.1% | +2.3% | +7.6% |
| 3M | +26.2% | -0.3% | +26.5% | +25.5% |
| 6M | +88.7% | +15.9% | +72.9% | +75.1% |
| YTD | +16.6% | +41.6% | -25.1% | -10.1% |
| 1Y | +29.0% | +49.4% | -20.4% | -5.4% |
| 3Y | +99.5% | +157.8% | -58.3% | +6.6% |
| All | +99.5% | +159.2% | -59.7% | +6.6% |
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