+367.0%
USFD vs M
-5.1%
+372.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -0.2% | -3.3% | +3.1% | +0.7% |
| 30D | +12.3% | +8.1% | +4.2% | +9.8% |
| 3M | -0.7% | +2.2% | -2.9% | -1.7% |
| 6M | +31.3% | +35.1% | -3.9% | +18.7% |
| YTD | +45.7% | +15.8% | +29.9% | +36.7% |
| 1Y | +52.1% | +25.8% | +26.3% | +38.8% |
| 3Y | +158.2% | +156.2% | +2.0% | +74.8% |
| 5Y | +213.8% | -2.4% | +216.1% | +168.8% |
| 10Y | +367.0% | -7.1% | +374.1% | +125.4% |
| All | +367.0% | -5.1% | +372.1% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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