+359.6%
USFD vs ARWR
+1,061.4%
-701.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.2% | -19.9% | +19.8% | +2.5% |
| 30D | +12.3% | -18.7% | +31.1% | +15.1% |
| 3M | -0.7% | -44.7% | +44.0% | +6.8% |
| 6M | +31.3% | -36.5% | +67.8% | +37.8% |
| YTD | +45.7% | -25.7% | +71.4% | +48.8% |
| 1Y | +52.1% | +18.9% | +33.2% | +44.6% |
| 3Y | +158.2% | +83.1% | +75.1% | +115.6% |
| 5Y | +213.8% | -34.9% | +248.6% | +191.2% |
| All | +359.6% | +1,061.4% | -701.8% | +217.4% |
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