-39.0%
U vs USFD
+303.6%
-342.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -3.8% | -3.0% | -0.8% | -2.3% |
| 30D | +17.5% | +3.5% | +13.9% | +15.7% |
| 3M | +38.7% | +26.6% | +12.2% | +22.4% |
| 6M | +104.4% | +11.7% | +92.7% | +90.7% |
| YTD | -5.7% | +38.1% | -43.8% | -23.9% |
| 1Y | +3.7% | +33.4% | -29.7% | -14.7% |
| 3Y | +12.3% | +155.8% | -143.5% | -35.4% |
| 5Y | -68.8% | +214.0% | -282.9% | -83.2% |
| All | -39.0% | +303.6% | -342.6% | -62.1% |
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