+367.0%
USFD vs GEN
+156.5%
+210.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | -0.2% | -0.8% | +0.7% | 0.0% |
| 30D | +12.3% | +31.2% | -18.9% | +6.6% |
| 3M | -0.7% | +6.1% | -6.8% | -2.4% |
| 6M | +31.3% | +38.1% | -6.8% | +22.1% |
| YTD | +45.7% | +14.4% | +31.3% | +39.9% |
| 1Y | +52.1% | +15.1% | +37.0% | +45.8% |
| 3Y | +158.2% | +68.5% | +89.7% | +126.2% |
| 5Y | +213.8% | +35.8% | +177.9% | +182.8% |
| 10Y | +367.0% | +155.4% | +211.7% | +260.4% |
| All | +367.0% | +156.5% | +210.5% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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