+216.3%
USFD vs M
+27.3%
+189.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -0.9% |
| 7D | -3.0% | +4.7% | -7.7% | -4.0% |
| 30D | +3.5% | -9.6% | +13.2% | +5.7% |
| 3M | +26.6% | +0.9% | +25.7% | +25.5% |
| 6M | +11.7% | +22.3% | -10.6% | +5.6% |
| YTD | +38.1% | +6.5% | +31.6% | +34.2% |
| 1Y | +33.4% | +38.8% | -5.4% | +21.2% |
| 3Y | +155.8% | +115.9% | +39.9% | +93.3% |
| All | +216.3% | +27.3% | +189.0% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling