+182.2%
USFD vs BOXX
+18.4%
+163.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -8.0% | 0.0% | -8.0% | -8.1% |
| 30D | -13.1% | +0.3% | -13.4% | -13.6% |
| 3M | +6.5% | +1.0% | +5.5% | +4.5% |
| 6M | +5.7% | +1.9% | +3.8% | +0.9% |
| YTD | +27.5% | +2.6% | +24.9% | +19.1% |
| 1Y | +23.4% | +4.0% | +19.4% | +10.2% |
| 3Y | +146.4% | +14.6% | +131.8% | +88.6% |
| All | +182.2% | +18.4% | +163.8% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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