+354.1%
USFD vs AGI
+389.5%
-35.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +1.7% | -10.1% | +11.8% | +2.1% |
| 30D | +10.2% | -6.5% | +16.7% | +10.4% |
| 3M | -1.5% | -12.8% | +11.3% | -1.1% |
| 6M | +27.3% | -34.3% | +61.7% | +29.0% |
| YTD | +44.0% | -25.6% | +69.6% | +44.6% |
| 1Y | +50.4% | -14.2% | +64.6% | +50.0% |
| 3Y | +153.6% | +127.3% | +26.3% | +141.9% |
| 5Y | +219.0% | +241.8% | -22.8% | +199.5% |
| All | +354.1% | +389.5% | -35.4% | +350.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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