+153.6%
USFD vs INDA
+16.8%
+136.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.7% | +1.1% | +0.6% | +1.2% |
| 30D | +10.2% | +9.4% | +0.8% | +6.2% |
| 3M | -1.5% | +2.9% | -4.4% | -2.8% |
| 6M | +27.3% | +7.2% | +20.1% | +23.5% |
| YTD | +44.0% | -4.8% | +48.8% | +46.4% |
| 1Y | +50.4% | -5.1% | +55.4% | +53.1% |
| 3Y | +153.6% | +16.7% | +136.9% | +130.0% |
| All | +153.6% | +16.8% | +136.7% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling