-13.0%
USAR vs USFD
+149.9%
-162.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.4% | +6.7% |
| 7D | -1.1% | +3.9% | -5.0% | -0.6% |
| 30D | -30.3% | +12.8% | -43.1% | -29.6% |
| 3M | -54.7% | +1.0% | -55.7% | -54.7% |
| 6M | -67.5% | +30.3% | -97.8% | -66.7% |
| YTD | -26.4% | +46.0% | -72.4% | -24.2% |
| 1Y | -49.5% | +49.6% | -99.2% | -48.0% |
| 3Y | -14.5% | +166.3% | -180.7% | -11.1% |
| All | -13.0% | +149.9% | -162.9% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling