+49.8%
USFD vs ADVB
-76.7%
+126.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -4.5% | +13.0% | +8.4% |
| 7D | +7.8% | -29.5% | +37.4% | +7.5% |
| 30D | +16.2% | -66.9% | +83.0% | +15.0% |
| 3M | +11.0% | -73.7% | +84.7% | +9.8% |
| 6M | +20.7% | -64.8% | +85.5% | +20.5% |
| YTD | +46.0% | -64.0% | +110.0% | +46.9% |
| 1Y | +49.8% | -77.0% | +126.8% | +61.5% |
| All | +49.8% | -76.7% | +126.5% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling