+340.6%
USFD vs ITOT
+311.8%
+28.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.6% |
| 7D | -0.2% | -0.8% | +0.6% | +0.6% |
| 30D | +12.3% | -2.0% | +14.4% | +14.8% |
| 3M | -0.7% | -1.5% | +0.8% | +0.8% |
| 6M | +31.3% | +3.3% | +27.9% | +25.2% |
| YTD | +45.7% | +12.5% | +33.2% | +25.2% |
| 1Y | +52.1% | +12.6% | +39.5% | +30.5% |
| 3Y | +158.2% | +78.6% | +79.6% | +24.3% |
| 5Y | +213.8% | +67.0% | +146.7% | +65.1% |
| 10Y | +367.0% | +292.0% | +75.0% | +11.2% |
| All | +340.6% | +311.8% | +28.8% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling