+317.7%
USFD vs M
+12.3%
+305.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -1.1% |
| 7D | -3.0% | +4.7% | -7.7% | -4.3% |
| 30D | +3.5% | -9.6% | +13.2% | +6.3% |
| 3M | +26.6% | +0.9% | +25.7% | +25.3% |
| 6M | +11.7% | +22.3% | -10.6% | +4.1% |
| YTD | +38.1% | +6.5% | +31.6% | +33.1% |
| 1Y | +33.4% | +38.8% | -5.4% | +18.4% |
| 3Y | +155.8% | +115.9% | +39.9% | +83.7% |
| 5Y | +214.0% | +28.6% | +185.4% | +144.1% |
| 10Y | +320.4% | -2.5% | +322.9% | +116.5% |
| All | +317.7% | +12.3% | +305.4% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling