+371.2%
USFD vs A
+328.7%
+42.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +1.9% |
| 7D | +3.9% | +4.8% | -0.8% | +2.2% |
| 30D | +12.8% | +5.6% | +7.2% | +10.4% |
| 3M | +1.0% | +23.6% | -22.6% | -7.2% |
| 6M | +30.3% | +56.4% | -26.1% | +8.2% |
| YTD | +46.0% | +33.4% | +12.6% | +28.3% |
| 1Y | +49.6% | +23.7% | +25.9% | +35.6% |
| 3Y | +166.3% | +71.0% | +95.3% | +101.7% |
| 5Y | +208.4% | +16.8% | +191.5% | +171.0% |
| 10Y | +371.2% | +323.8% | +47.5% | +149.6% |
| All | +371.2% | +328.7% | +42.5% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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