+329.7%
USFD vs QID
-99.1%
+428.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.8% |
| 7D | -3.3% | -2.7% | -0.6% | -4.3% |
| 30D | -5.3% | +1.8% | -7.1% | -4.7% |
| 3M | +18.8% | -2.2% | +20.9% | +18.4% |
| 6M | +14.3% | -32.1% | +46.4% | +0.3% |
| YTD | +36.9% | -28.6% | +65.4% | +22.6% |
| 1Y | +31.7% | -36.3% | +68.0% | +13.7% |
| 3Y | +164.5% | -74.4% | +238.9% | +74.3% |
| 5Y | +212.6% | -80.8% | +293.4% | +113.2% |
| 10Y | +329.7% | -99.1% | +428.8% | +27.4% |
| All | +329.7% | -99.1% | +428.8% | +27.4% |
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