-17.9%
USAR vs USFD
+149.4%
-167.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +0.8% | -0.2% | +1.0% | +0.7% |
| 30D | -30.1% | +12.3% | -42.4% | -29.4% |
| 3M | -56.3% | -0.7% | -55.6% | -56.3% |
| 6M | -68.6% | +31.3% | -99.8% | -67.8% |
| YTD | -30.5% | +45.7% | -76.3% | -28.5% |
| 1Y | -53.5% | +52.1% | -105.6% | -52.0% |
| 3Y | -19.3% | +158.2% | -177.5% | -16.2% |
| All | -17.9% | +149.4% | -167.4% | -14.5% |
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