-73.3%
U vs USFD
+215.4%
-288.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.1% |
| 7D | +2.6% | +1.7% | +0.9% | +1.1% |
| 30D | +27.6% | +10.2% | +17.4% | +16.1% |
| 3M | +15.3% | -1.5% | +16.8% | +14.7% |
| 6M | +96.4% | +27.3% | +69.0% | +54.0% |
| YTD | +19.6% | +44.0% | -24.4% | -23.4% |
| 1Y | +42.1% | +50.4% | -8.2% | -13.4% |
| 3Y | +87.5% | +153.6% | -66.0% | -38.8% |
| All | -73.3% | +215.4% | -288.7% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling