+317.7%
USFD vs GEN
+275.5%
+42.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | -3.0% | -1.2% | -1.8% | -2.8% |
| 30D | +3.5% | +10.1% | -6.6% | +1.5% |
| 3M | +26.6% | +16.1% | +10.5% | +22.7% |
| 6M | +11.7% | +38.9% | -27.1% | +4.0% |
| YTD | +38.1% | +14.4% | +23.7% | +33.4% |
| 1Y | +33.4% | +5.9% | +27.5% | +30.9% |
| 3Y | +155.8% | +58.8% | +97.0% | +128.5% |
| 5Y | +214.0% | +24.7% | +189.4% | +189.4% |
| 10Y | +320.4% | +163.1% | +157.3% | +233.5% |
| All | +317.7% | +275.5% | +42.1% | +260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling