+96.6%
USB vs USFD
+167.1%
-70.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.5% | -6.6% | -0.8% |
| 7D | +2.4% | +7.8% | -5.4% | -0.2% |
| 30D | +6.6% | +16.2% | -9.6% | +1.4% |
| 3M | -4.1% | +11.0% | -15.1% | -7.7% |
| 6M | +12.5% | +20.7% | -8.3% | +4.7% |
| YTD | +17.6% | +46.0% | -28.3% | -1.0% |
| 1Y | +36.5% | +49.8% | -13.3% | +13.0% |
| All | +96.6% | +167.1% | -70.5% | +28.9% |
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