+164.5%
USFD vs ITOT
+77.4%
+87.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.5% |
| 7D | -3.3% | +0.7% | -4.0% | -3.8% |
| 30D | -5.3% | -1.1% | -4.2% | -4.6% |
| 3M | +18.8% | +3.9% | +14.9% | +15.3% |
| 6M | +14.3% | +14.7% | -0.5% | +2.6% |
| YTD | +36.9% | +13.3% | +23.5% | +23.8% |
| 1Y | +31.7% | +19.1% | +12.6% | +14.1% |
| 3Y | +164.5% | +77.3% | +87.1% | +63.0% |
| All | +164.5% | +77.4% | +87.0% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling