+353.3%
USFD vs ACWI
+225.4%
+128.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | +1.3% | +2.7% | -1.4% | -1.9% |
| 30D | +10.6% | -2.6% | +13.1% | +14.0% |
| 3M | -2.4% | -3.2% | +0.7% | +1.2% |
| 6M | +28.9% | +1.9% | +27.0% | +24.4% |
| YTD | +43.7% | +11.3% | +32.4% | +23.0% |
| 1Y | +48.5% | +11.7% | +36.8% | +26.5% |
| 3Y | +154.7% | +74.4% | +80.3% | +18.2% |
| 5Y | +218.4% | +59.5% | +158.9% | +68.9% |
| All | +353.3% | +225.4% | +128.0% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling