+49.4%
USFD vs Q
+17.3%
+32.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.5% | -0.1% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +11.1% | -9.8% | +20.9% | +11.1% |
| 3M | -0.3% | -12.2% | +11.9% | -0.2% |
| 6M | +15.9% | -21.6% | +37.5% | +15.5% |
| YTD | +41.6% | +43.6% | -1.9% | +37.3% |
| 1Y | +49.4% | +25.7% | +23.7% | +45.5% |
| All | +49.4% | +17.3% | +32.1% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling