+317.7%
USFD vs ITOT
+317.3%
+0.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | 0.0% |
| 7D | -3.0% | +0.1% | -3.1% | -3.2% |
| 30D | +3.5% | 0.0% | +3.5% | +3.4% |
| 3M | +26.6% | +2.0% | +24.6% | +22.9% |
| 6M | +11.7% | +13.0% | -1.3% | -4.0% |
| YTD | +38.1% | +14.0% | +24.2% | +17.1% |
| 1Y | +33.4% | +19.9% | +13.5% | +6.2% |
| 3Y | +155.8% | +75.8% | +80.0% | +25.9% |
| 5Y | +214.0% | +73.8% | +140.2% | +57.5% |
| 10Y | +320.4% | +295.9% | +24.5% | -1.4% |
| All | +317.7% | +317.3% | +0.4% | -2.9% |
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 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