+354.1%
USFD vs ACWI
+224.5%
+129.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +1.7% | +2.4% | -0.8% | -1.3% |
| 30D | +10.2% | -1.7% | +11.8% | +12.3% |
| 3M | -1.5% | -3.9% | +2.4% | +3.2% |
| 6M | +27.3% | +0.8% | +26.6% | +24.5% |
| YTD | +44.0% | +11.0% | +32.9% | +23.6% |
| 1Y | +50.4% | +13.1% | +37.3% | +26.0% |
| 3Y | +153.6% | +73.9% | +79.7% | +18.1% |
| 5Y | +219.0% | +59.0% | +159.9% | +69.8% |
| All | +354.1% | +224.5% | +129.7% | +8.1% |
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