-28.6%
U vs USFD
+314.5%
-343.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.8% | +17.7% | +16.3% |
| 7D | +24.3% | +3.9% | +20.3% | +21.4% |
| 30D | +8.6% | +10.7% | -2.1% | +2.5% |
| 3M | +37.6% | +6.3% | +31.3% | +32.5% |
| 6M | +78.5% | +16.2% | +62.3% | +62.7% |
| YTD | +10.5% | +41.9% | -31.4% | -12.8% |
| 1Y | +15.2% | +44.2% | -29.0% | -10.0% |
| 3Y | +76.6% | +159.8% | -83.2% | 0.0% |
| 5Y | -67.9% | +177.1% | -245.0% | -83.3% |
| All | -28.6% | +314.5% | -343.1% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling