+208.4%
USFD vs ARWR
-40.7%
+249.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -15.3% | +18.4% | +4.8% |
| 7D | +3.9% | -17.3% | +21.3% | +6.0% |
| 30D | +12.8% | -21.5% | +34.4% | +15.8% |
| 3M | +1.0% | -43.8% | +44.8% | +7.6% |
| 6M | +30.3% | -32.3% | +62.5% | +34.9% |
| YTD | +46.0% | -25.8% | +71.8% | +48.8% |
| 1Y | +49.6% | +25.5% | +24.1% | +41.5% |
| 3Y | +166.3% | +84.1% | +82.1% | +121.0% |
| 5Y | +208.4% | -39.2% | +247.6% | +182.2% |
| All | +208.4% | -40.7% | +249.1% | +182.2% |
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