+192.6%
USFD vs QID
-74.8%
+267.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | -0.9% |
| 7D | +3.0% | +9.4% | -6.5% | +6.0% |
| 30D | +11.1% | +31.2% | -20.2% | +20.9% |
| 3M | -0.3% | +17.4% | -17.7% | +5.2% |
| 6M | +15.9% | +8.4% | +7.5% | +19.5% |
| YTD | +41.6% | -15.8% | +57.4% | +35.0% |
| 1Y | +49.4% | -16.3% | +65.7% | +42.5% |
| 3Y | +157.8% | -70.4% | +228.2% | +79.4% |
| All | +192.6% | -74.8% | +267.4% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling