+376.6%
USFD vs DTE
+146.7%
+229.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.5% |
| 7D | +8.4% | +3.5% | +4.9% | +5.5% |
| 30D | +12.7% | +9.5% | +3.2% | +5.0% |
| 3M | +1.1% | +2.5% | -1.4% | -0.9% |
| 6M | +30.2% | +0.6% | +29.6% | +29.1% |
| YTD | +45.8% | +10.5% | +35.4% | +33.3% |
| 1Y | +51.9% | +3.3% | +48.6% | +46.6% |
| 3Y | +158.5% | +56.3% | +102.2% | +68.2% |
| 5Y | +208.0% | +44.9% | +163.1% | +104.0% |
| 10Y | +376.6% | +149.2% | +227.4% | +115.2% |
| All | +376.6% | +146.7% | +229.9% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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