+354.1%
USFD vs A
+302.9%
+51.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | +1.7% | -0.5% | +2.1% | +1.8% |
| 30D | +10.2% | 0.0% | +10.2% | +10.0% |
| 3M | -1.5% | +16.7% | -18.2% | -7.5% |
| 6M | +27.3% | +54.8% | -27.5% | +6.0% |
| YTD | +44.0% | +28.8% | +15.2% | +28.1% |
| 1Y | +50.4% | +19.3% | +31.0% | +38.1% |
| 3Y | +153.6% | +65.5% | +88.0% | +94.0% |
| 5Y | +219.0% | +12.1% | +206.9% | +184.7% |
| All | +354.1% | +302.9% | +51.3% | +130.3% |
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