+192.6%
USFD vs A
+15.4%
+177.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | +3.0% | -0.1% | +3.0% | +3.0% |
| 30D | +11.1% | +3.4% | +7.7% | +9.8% |
| 3M | -0.3% | +23.8% | -24.1% | -7.1% |
| 6M | +15.9% | +49.0% | -33.1% | +0.7% |
| YTD | +41.6% | +29.4% | +12.2% | +28.7% |
| 1Y | +49.4% | +19.4% | +30.0% | +39.9% |
| 3Y | +157.8% | +66.2% | +91.7% | +101.6% |
| All | +192.6% | +15.4% | +177.2% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling