+73.0%
USAR vs USFD
+156.9%
-83.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -2.1% | -3.0% | +0.9% | -2.4% |
| 30D | +2.6% | +3.5% | -0.9% | +3.1% |
| 3M | -35.0% | +26.6% | -61.6% | -33.7% |
| 6M | -6.9% | +11.7% | -18.6% | -5.4% |
| YTD | +48.0% | +38.1% | +9.9% | +52.0% |
| 1Y | +24.8% | +33.4% | -8.6% | +27.0% |
| All | +73.0% | +156.9% | -83.9% | +79.4% |
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 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