+362.2%
USFD vs ALM
+2,022.9%
-1,660.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | +3.0% | -6.7% | +9.6% | +3.3% |
| 30D | +11.1% | -32.9% | +43.9% | +13.1% |
| 3M | -0.3% | -39.5% | +39.2% | +1.8% |
| 6M | +15.9% | -62.0% | +77.9% | +20.3% |
| YTD | +41.6% | -7.8% | +49.5% | +39.0% |
| 1Y | +49.4% | +26.7% | +22.7% | +43.7% |
| 3Y | +157.8% | +825.4% | -667.5% | +113.3% |
| 5Y | +176.6% | +401.2% | -224.6% | +132.0% |
| All | +362.2% | +2,022.9% | -1,660.7% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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