+362.2%
USFD vs ARWR
+906.2%
-544.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | +3.0% | -2.9% | +5.9% | +3.4% |
| 30D | +11.1% | -5.4% | +16.5% | +11.8% |
| 3M | -0.3% | -32.2% | +32.0% | +4.6% |
| 6M | +15.9% | -26.5% | +42.4% | +19.6% |
| YTD | +41.6% | -12.4% | +54.0% | +41.9% |
| 1Y | +49.4% | +46.9% | +2.5% | +38.5% |
| 3Y | +157.8% | +116.0% | +41.9% | +111.9% |
| 5Y | +176.6% | -28.0% | +204.6% | +154.4% |
| All | +362.2% | +906.2% | -544.1% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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