+59.7%
USFD vs ADVB
-97.5%
+157.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.1% |
| 7D | +3.0% | -13.9% | +16.9% | +2.9% |
| 30D | +11.1% | -68.1% | +79.2% | +10.6% |
| 3M | -0.3% | -73.4% | +73.1% | -0.6% |
| 6M | +15.9% | -70.8% | +86.7% | +15.5% |
| YTD | +41.6% | -66.1% | +107.7% | +41.2% |
| 1Y | +49.4% | -77.5% | +126.9% | +50.0% |
| All | +59.7% | -97.5% | +157.2% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling