+162.8%
USFD vs M
+117.7%
+45.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -0.7% |
| 7D | -3.0% | +4.7% | -7.7% | -3.6% |
| 30D | +3.5% | -9.6% | +13.2% | +4.9% |
| 3M | +26.6% | +0.9% | +25.7% | +25.9% |
| 6M | +11.7% | +22.3% | -10.6% | +7.8% |
| YTD | +38.1% | +6.5% | +31.6% | +35.6% |
| 1Y | +33.4% | +38.8% | -5.4% | +25.4% |
| All | +162.8% | +117.7% | +45.1% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling