+354.1%
USFD vs QSR
+137.6%
+216.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +1.7% | -2.9% | +4.6% | +3.8% |
| 30D | +10.2% | +4.1% | +6.0% | +7.1% |
| 3M | -1.5% | -0.7% | -0.8% | -1.2% |
| 6M | +27.3% | +0.4% | +26.9% | +26.0% |
| YTD | +44.0% | +13.5% | +30.5% | +27.4% |
| 1Y | +50.4% | +11.0% | +39.4% | +34.9% |
| 3Y | +153.6% | +22.0% | +131.6% | +100.3% |
| 5Y | +219.0% | +57.1% | +161.9% | +99.5% |
| All | +354.1% | +137.6% | +216.5% | +110.0% |
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