+315.7%
USFD vs ITOT
+293.9%
+21.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -4.9% |
| 7D | -7.0% | -0.4% | -6.6% | -6.6% |
| 30D | -10.3% | -1.6% | -8.7% | -8.7% |
| 3M | +9.2% | +3.5% | +5.6% | +4.3% |
| 6M | +7.4% | +13.1% | -5.7% | -8.0% |
| YTD | +29.4% | +12.7% | +16.7% | +10.9% |
| 1Y | +24.8% | +18.3% | +6.5% | +0.7% |
| 3Y | +150.0% | +76.4% | +73.6% | +21.2% |
| 5Y | +195.5% | +73.8% | +121.7% | +46.6% |
| 10Y | +315.7% | +301.2% | +14.5% | -11.5% |
| All | +315.7% | +293.9% | +21.9% | -11.5% |
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