-19.7%
USAR vs USFD
+159.2%
-178.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.2% | +11.0% | +10.8% |
| 7D | -14.5% | +3.0% | -17.5% | -14.1% |
| 30D | -37.8% | +11.1% | -48.9% | -37.2% |
| 3M | -52.8% | -0.3% | -52.5% | -52.8% |
| 6M | -71.2% | +15.9% | -87.1% | -70.6% |
| YTD | -30.9% | +41.6% | -72.5% | -28.7% |
| 1Y | -48.0% | +49.4% | -97.4% | -46.2% |
| 3Y | -19.7% | +157.8% | -177.5% | -16.5% |
| All | -19.7% | +159.2% | -178.9% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling