+165.1%
USFD vs QID
-74.8%
+239.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.0% | -0.6% | -2.4% | -3.1% |
| 30D | +3.5% | 0.0% | +3.5% | +3.6% |
| 3M | +26.6% | +3.7% | +22.8% | +28.3% |
| 6M | +11.7% | -29.9% | +41.6% | +3.4% |
| YTD | +38.1% | -28.8% | +66.9% | +28.5% |
| 1Y | +33.4% | -37.2% | +70.6% | +20.3% |
| All | +165.1% | -74.8% | +239.9% | +98.8% |
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