+177.1%
USFD vs ALLY
-7.4%
+184.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | +3.9% | -1.1% | +5.1% | +4.4% |
| 30D | +10.7% | +4.2% | +6.5% | +9.2% |
| 3M | +6.3% | -12.4% | +18.7% | +11.1% |
| 6M | +16.2% | -8.7% | +24.9% | +19.2% |
| YTD | +41.9% | -11.6% | +53.5% | +46.4% |
| 1Y | +44.2% | +0.2% | +44.0% | +41.9% |
| 3Y | +159.8% | +57.1% | +102.7% | +103.3% |
| 5Y | +177.1% | -6.8% | +183.9% | +189.1% |
| All | +177.1% | -7.4% | +184.5% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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