+47.9%
USFD vs Q
+80.0%
-32.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -0.2% | +6.6% | -6.7% | -0.2% |
| 30D | +12.3% | +2.7% | +9.6% | +12.3% |
| 3M | -0.7% | -8.4% | +7.7% | -0.6% |
| 6M | +31.3% | -17.3% | +48.6% | +31.2% |
| YTD | +45.7% | +55.3% | -9.6% | +38.9% |
| 1Y | +52.1% | +31.5% | +20.7% | +44.9% |
| All | +47.9% | +80.0% | -32.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling