+317.7%
USFD vs A
+258.9%
+58.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.6% |
| 7D | -3.0% | -1.9% | -1.1% | -2.3% |
| 30D | +3.5% | +6.9% | -3.4% | +0.8% |
| 3M | +26.6% | +9.2% | +17.3% | +21.9% |
| 6M | +11.7% | +25.7% | -14.0% | +1.0% |
| YTD | +38.1% | +11.5% | +26.6% | +30.4% |
| 1Y | +33.4% | +18.4% | +15.0% | +22.1% |
| 3Y | +155.8% | +26.6% | +129.2% | +120.3% |
| 5Y | +214.0% | -12.8% | +226.8% | +210.6% |
| 10Y | +320.4% | +247.2% | +73.2% | +143.1% |
| All | +317.7% | +258.9% | +58.7% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling