+44.0%
USFD vs Q
+56.5%
-12.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.4% | +4.6% | -2.8% |
| 7D | +3.9% | -10.3% | +14.2% | +3.9% |
| 30D | +10.7% | -17.7% | +28.3% | +10.8% |
| 3M | +6.3% | -18.8% | +25.1% | +6.5% |
| 6M | +16.2% | -24.8% | +41.0% | +15.8% |
| YTD | +41.9% | +35.0% | +6.8% | +35.3% |
| 1Y | +44.2% | +10.7% | +33.5% | +37.5% |
| All | +44.0% | +56.5% | -12.5% | +37.1% |
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