+214.3%
USFD vs ARWR
-34.9%
+249.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | 0.0% |
| 7D | +1.7% | -17.8% | +19.5% | +3.8% |
| 30D | +10.2% | -18.1% | +28.3% | +12.5% |
| 3M | -1.5% | -44.2% | +42.7% | +5.1% |
| 6M | +27.3% | -38.6% | +66.0% | +33.6% |
| YTD | +44.0% | -28.0% | +72.0% | +47.3% |
| 1Y | +50.4% | +16.1% | +34.2% | +43.5% |
| 3Y | +153.6% | +84.0% | +69.6% | +109.4% |
| All | +214.3% | -34.9% | +249.1% | +186.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling