+376.6%
USFD vs A
+312.5%
+64.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | +8.4% | +1.4% | +7.0% | +7.9% |
| 30D | +12.7% | +4.3% | +8.4% | +10.9% |
| 3M | +1.1% | +19.8% | -18.7% | -5.9% |
| 6M | +30.2% | +54.4% | -24.2% | +8.6% |
| YTD | +45.8% | +31.7% | +14.1% | +28.8% |
| 1Y | +51.9% | +22.4% | +29.5% | +38.2% |
| 3Y | +158.5% | +67.7% | +90.8% | +97.2% |
| 5Y | +208.0% | +15.7% | +192.3% | +171.5% |
| 10Y | +376.6% | +308.7% | +67.9% | +153.2% |
| All | +376.6% | +312.5% | +64.1% | +153.2% |
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