+157.8%
USFD vs QID
-70.5%
+228.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | -0.6% |
| 7D | +3.0% | +9.4% | -6.5% | +4.8% |
| 30D | +11.1% | +31.2% | -20.2% | +17.0% |
| 3M | -0.3% | +17.4% | -17.7% | +3.0% |
| 6M | +15.9% | +8.4% | +7.5% | +17.9% |
| YTD | +41.6% | -15.8% | +57.4% | +36.1% |
| 1Y | +49.4% | -16.3% | +65.7% | +43.6% |
| 3Y | +157.8% | -70.4% | +228.2% | +99.3% |
| All | +157.8% | -70.5% | +228.4% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling