+283.9%
USFD vs INVH
+80.8%
+203.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.2% |
| 7D | -3.0% | -2.9% | -0.1% | -1.3% |
| 30D | +3.5% | -6.9% | +10.5% | +7.9% |
| 3M | +26.6% | -2.7% | +29.3% | +28.4% |
| 6M | +11.7% | +8.2% | +3.5% | +6.1% |
| YTD | +38.1% | +4.5% | +33.7% | +33.3% |
| 1Y | +33.4% | -2.3% | +35.7% | +33.7% |
| 3Y | +155.8% | -7.3% | +163.1% | +157.0% |
| 5Y | +214.0% | -20.5% | +234.5% | +242.4% |
| All | +283.9% | +80.8% | +203.1% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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