+216.3%
USFD vs A
-12.8%
+229.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -3.0% | -1.9% | -1.1% | -2.5% |
| 30D | +3.5% | +6.9% | -3.4% | +1.3% |
| 3M | +26.6% | +9.2% | +17.3% | +22.8% |
| 6M | +11.7% | +25.7% | -14.0% | +2.9% |
| YTD | +38.1% | +11.5% | +26.6% | +32.1% |
| 1Y | +33.4% | +18.4% | +15.0% | +24.3% |
| 3Y | +155.8% | +26.6% | +129.2% | +124.6% |
| All | +216.3% | -12.8% | +229.1% | +171.6% |
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