+329.7%
USFD vs INDA
+80.4%
+249.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.2% |
| 7D | -3.3% | -1.0% | -2.4% | -2.7% |
| 30D | -5.3% | -2.5% | -2.8% | -3.6% |
| 3M | +18.8% | +4.0% | +14.8% | +15.3% |
| 6M | +14.3% | -1.8% | +16.1% | +15.1% |
| YTD | +36.9% | -9.2% | +46.0% | +45.5% |
| 1Y | +31.7% | -7.2% | +38.9% | +37.6% |
| 3Y | +164.5% | +9.8% | +154.6% | +140.5% |
| 5Y | +212.6% | +7.5% | +205.1% | +189.0% |
| 10Y | +329.7% | +80.8% | +249.0% | +187.1% |
| All | +329.7% | +80.4% | +249.3% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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