+212.6%
USFD vs AGI
+390.0%
-177.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -3.3% | +4.4% | -7.7% | -3.7% |
| 30D | -5.3% | +10.0% | -15.3% | -6.2% |
| 3M | +18.8% | +1.7% | +17.0% | +18.2% |
| 6M | +14.3% | -26.8% | +41.1% | +17.1% |
| YTD | +36.9% | -5.3% | +42.2% | +35.2% |
| 1Y | +31.7% | +11.5% | +20.2% | +26.6% |
| 3Y | +164.5% | +212.9% | -48.5% | +112.9% |
| 5Y | +212.6% | +388.8% | -176.2% | +131.2% |
| All | +212.6% | +390.0% | -177.5% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling