+328.9%
USFD vs M
+18.9%
+310.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.1% | -1.2% |
| 7D | +3.9% | -2.1% | +6.1% | +4.6% |
| 30D | +10.7% | +7.7% | +3.0% | +8.4% |
| 3M | +6.3% | -4.4% | +10.7% | +7.3% |
| 6M | +16.2% | +27.5% | -11.3% | +7.1% |
| YTD | +41.9% | +12.8% | +29.1% | +34.3% |
| 1Y | +44.2% | +20.7% | +23.5% | +33.5% |
| 3Y | +159.8% | +111.3% | +48.5% | +88.3% |
| 5Y | +177.1% | -6.3% | +183.4% | +141.3% |
| 10Y | +376.2% | +1.5% | +374.7% | +141.3% |
| All | +328.9% | +18.9% | +310.1% | +112.9% |
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