+305.5%
USFD vs QSR
+135.2%
+170.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -1.2% |
| 7D | -8.4% | -4.0% | -4.4% | -5.7% |
| 30D | -14.1% | +2.8% | -16.8% | -15.8% |
| 3M | +4.5% | +5.1% | -0.6% | +0.3% |
| 6M | +4.4% | +8.8% | -4.4% | -3.1% |
| YTD | +26.6% | +14.8% | +11.8% | +11.4% |
| 1Y | +19.4% | +25.7% | -6.4% | -2.8% |
| 3Y | +144.6% | +27.5% | +117.1% | +86.7% |
| 5Y | +194.5% | +41.3% | +153.3% | +103.4% |
| All | +305.5% | +135.2% | +170.4% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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