-19.9%
USAR vs USFD
+146.0%
-165.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.4% |
| 7D | +8.8% | +1.3% | +7.4% | +8.8% |
| 30D | -28.5% | +10.6% | -39.0% | -27.8% |
| 3M | -56.2% | -2.4% | -53.7% | -56.3% |
| 6M | -68.4% | +28.9% | -97.3% | -67.7% |
| YTD | -32.2% | +43.7% | -75.9% | -30.2% |
| 1Y | -52.3% | +48.5% | -100.8% | -50.9% |
| 3Y | -21.2% | +154.7% | -175.9% | -18.2% |
| All | -19.9% | +146.0% | -165.9% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling