+208.0%
USFD vs ACWI
+59.2%
+148.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | +8.4% | -0.2% | +8.5% | +8.6% |
| 30D | +12.7% | -3.3% | +16.0% | +16.5% |
| 3M | +1.1% | -3.4% | +4.5% | +4.5% |
| 6M | +30.2% | +0.8% | +29.3% | +27.8% |
| YTD | +45.8% | +10.7% | +35.1% | +28.8% |
| 1Y | +51.9% | +11.6% | +40.3% | +33.0% |
| 3Y | +158.5% | +73.4% | +85.1% | +32.1% |
| 5Y | +208.0% | +60.2% | +147.9% | +77.4% |
| All | +208.0% | +59.2% | +148.9% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling