+108.7%
USB vs USFD
+321.9%
-213.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.4% | -3.0% | +4.5% | +2.6% |
| 30D | -1.3% | +3.5% | -4.8% | -2.8% |
| 3M | +15.2% | +26.6% | -11.3% | +4.8% |
| 6M | +18.8% | +11.7% | +7.1% | +13.0% |
| YTD | +21.0% | +38.1% | -17.1% | +5.0% |
| 1Y | +34.0% | +33.4% | +0.6% | +17.6% |
| 3Y | +95.3% | +155.8% | -60.5% | +32.3% |
| 5Y | +40.4% | +214.0% | -173.7% | -14.4% |
| All | +108.7% | +321.9% | -213.2% | +12.2% |
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