+371.2%
USFD vs QID
-99.0%
+470.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.8% | +9.9% | +0.7% |
| 7D | +3.9% | -0.8% | +4.7% | +4.1% |
| 30D | +12.8% | +20.1% | -7.2% | +20.8% |
| 3M | +1.0% | +11.8% | -10.8% | +5.6% |
| 6M | +30.3% | +5.5% | +24.7% | +34.2% |
| YTD | +46.0% | -21.5% | +67.5% | +35.9% |
| 1Y | +49.6% | -22.6% | +72.2% | +39.0% |
| 3Y | +166.3% | -72.3% | +238.6% | +80.4% |
| 5Y | +208.4% | -76.9% | +285.3% | +125.6% |
| 10Y | +371.2% | -99.0% | +470.2% | +49.3% |
| All | +371.2% | -99.0% | +470.3% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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