+164.5%
USFD vs QSR
+28.6%
+135.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -5.3% | +5.9% | -11.2% | -6.4% |
| 3M | +18.8% | +10.5% | +8.3% | +16.4% |
| 6M | +14.3% | +7.7% | +6.6% | +12.4% |
| YTD | +36.9% | +16.8% | +20.1% | +31.7% |
| 1Y | +31.7% | +30.9% | +0.8% | +22.1% |
| 3Y | +164.5% | +28.2% | +136.3% | +136.5% |
| All | +164.5% | +28.6% | +135.8% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling