+213.8%
USFD vs A
+14.4%
+199.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.2% | -0.1% | 0.0% | -0.1% |
| 30D | +12.3% | +3.3% | +9.1% | +11.1% |
| 3M | -0.7% | +18.5% | -19.2% | -6.2% |
| 6M | +31.3% | +59.3% | -28.0% | +11.5% |
| YTD | +45.7% | +31.0% | +14.7% | +31.9% |
| 1Y | +52.1% | +19.3% | +32.8% | +42.7% |
| 3Y | +158.2% | +66.8% | +91.4% | +102.1% |
| 5Y | +213.8% | +15.5% | +198.3% | +175.5% |
| All | +213.8% | +14.4% | +199.3% | +175.5% |
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