+158.5%
USFD vs A
+68.9%
+89.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +8.4% | +1.4% | +7.0% | +8.1% |
| 30D | +12.7% | +4.3% | +8.4% | +11.8% |
| 3M | +1.1% | +19.8% | -18.7% | -2.4% |
| 6M | +30.2% | +54.4% | -24.2% | +18.8% |
| YTD | +45.8% | +31.7% | +14.1% | +37.7% |
| 1Y | +51.9% | +22.4% | +29.5% | +46.3% |
| 3Y | +158.5% | +67.7% | +90.8% | +144.0% |
| All | +158.5% | +68.9% | +89.6% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling