+363.0%
USFD vs ACWI
+219.2%
+143.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | +1.8% |
| 7D | +3.9% | -4.0% | +7.9% | +9.2% |
| 30D | +10.7% | -5.8% | +16.5% | +18.9% |
| 3M | +6.3% | -5.0% | +11.4% | +12.9% |
| 6M | +16.2% | +0.7% | +15.5% | +13.6% |
| YTD | +41.9% | +8.4% | +33.4% | +25.4% |
| 1Y | +44.2% | +10.1% | +34.1% | +24.9% |
| 3Y | +159.8% | +70.8% | +89.0% | +23.7% |
| 5Y | +177.1% | +55.4% | +121.7% | +51.7% |
| All | +363.0% | +219.2% | +143.8% | +18.0% |
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