+52.1%
USFD vs M
+25.7%
+26.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.2% | -3.3% | +3.1% | +0.2% |
| 30D | +12.3% | +8.1% | +4.2% | +11.3% |
| 3M | -0.7% | +2.2% | -2.9% | -1.3% |
| 6M | +31.3% | +35.1% | -3.9% | +25.5% |
| YTD | +45.7% | +15.8% | +29.9% | +41.6% |
| 1Y | +52.1% | +25.8% | +26.3% | +45.0% |
| All | +52.1% | +25.7% | +26.4% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling