+367.4%
USFD vs ITOT
+288.8%
+78.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | +8.4% | -0.5% | +8.9% | +9.0% |
| 30D | +12.7% | -3.4% | +16.2% | +17.2% |
| 3M | +1.1% | -3.1% | +4.2% | +4.5% |
| 6M | +30.2% | +2.2% | +28.0% | +25.6% |
| YTD | +45.8% | +11.0% | +34.8% | +26.9% |
| 1Y | +51.9% | +11.4% | +40.5% | +31.6% |
| 3Y | +158.5% | +76.4% | +82.1% | +24.7% |
| 5Y | +208.0% | +65.1% | +143.0% | +62.5% |
| All | +367.4% | +288.8% | +78.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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