+328.2%
USFD vs INDA
+108.4%
+219.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.4% |
| 7D | +3.0% | +6.6% | -3.7% | -1.5% |
| 30D | +11.1% | +10.4% | +0.7% | +3.8% |
| 3M | -0.3% | +1.5% | -1.8% | -1.3% |
| 6M | +15.9% | +1.7% | +14.2% | +14.2% |
| YTD | +41.6% | -5.8% | +47.5% | +46.8% |
| 1Y | +49.4% | -5.1% | +54.5% | +53.8% |
| 3Y | +157.8% | +16.0% | +141.8% | +126.1% |
| 5Y | +176.6% | +9.3% | +167.4% | +153.5% |
| 10Y | +375.4% | +102.1% | +273.2% | +203.0% |
| All | +328.2% | +108.4% | +219.9% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling