+43.8%
USFD vs Q
+66.4%
-22.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.5% | -0.2% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +11.1% | -9.8% | +20.9% | +11.2% |
| 3M | -0.3% | -12.2% | +11.9% | -0.1% |
| 6M | +15.9% | -21.6% | +37.5% | +15.7% |
| YTD | +41.6% | +43.6% | -1.9% | +35.0% |
| 1Y | +49.4% | +25.7% | +23.7% | +42.2% |
| All | +43.8% | +66.4% | -22.6% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling