+74.9%
USAR vs USFD
+136.5%
-61.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | -35.0% | +26.6% | -61.6% | -33.8% |
| 6M | -6.9% | +11.7% | -18.6% | -5.5% |
| YTD | +48.0% | +38.1% | +9.9% | +51.7% |
| 1Y | +24.8% | +33.4% | -8.6% | +26.8% |
| 3Y | +73.2% | +155.8% | -82.6% | +79.2% |
| All | +74.9% | +136.5% | -61.6% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling