+92.7%
USB vs USFD
+370.5%
-277.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.0% |
| 7D | -1.5% | +3.9% | -5.4% | -3.0% |
| 30D | +4.3% | +10.7% | -6.4% | +0.2% |
| 3M | -6.1% | +6.3% | -12.4% | -8.7% |
| 6M | +9.4% | +16.2% | -6.8% | +2.3% |
| YTD | +15.2% | +41.9% | -26.7% | -1.4% |
| 1Y | +32.8% | +44.2% | -11.4% | +12.6% |
| 3Y | +91.3% | +159.8% | -68.5% | +28.3% |
| 5Y | +22.7% | +177.1% | -154.4% | -21.7% |
| All | +92.7% | +370.5% | -277.8% | +5.5% |
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 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