+192.6%
USFD vs M
-11.5%
+204.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.9% |
| 7D | +3.0% | -4.3% | +7.2% | +4.0% |
| 30D | +11.1% | +1.3% | +9.8% | +10.7% |
| 3M | -0.3% | -7.4% | +7.1% | +1.2% |
| 6M | +15.9% | +18.3% | -2.5% | +10.4% |
| YTD | +41.6% | +7.6% | +34.0% | +37.1% |
| 1Y | +49.4% | +17.4% | +32.0% | +41.3% |
| 3Y | +157.8% | +108.4% | +49.5% | +95.9% |
| All | +192.6% | -11.5% | +204.0% | +159.8% |
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