+328.9%
USFD vs ACWI
+225.7%
+103.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | +1.7% |
| 7D | +3.9% | -4.0% | +7.9% | +9.1% |
| 30D | +10.7% | -5.8% | +16.5% | +18.7% |
| 3M | +6.3% | -5.0% | +11.4% | +12.8% |
| 6M | +16.2% | +0.7% | +15.5% | +13.7% |
| YTD | +41.9% | +8.4% | +33.4% | +25.8% |
| 1Y | +44.2% | +10.1% | +34.1% | +25.4% |
| 3Y | +159.8% | +70.8% | +89.0% | +26.5% |
| 5Y | +177.1% | +55.4% | +121.7% | +54.4% |
| 10Y | +376.2% | +223.3% | +152.8% | +38.6% |
| All | +328.9% | +225.7% | +103.2% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling