+340.6%
USFD vs QSR
+149.9%
+190.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.8% |
| 7D | -0.2% | -2.2% | +2.0% | +1.4% |
| 30D | +12.3% | +7.8% | +4.5% | +6.7% |
| 3M | -0.7% | +5.5% | -6.2% | -4.6% |
| 6M | +31.3% | -0.2% | +31.5% | +30.5% |
| YTD | +45.7% | +15.4% | +30.3% | +28.0% |
| 1Y | +52.1% | +15.3% | +36.8% | +33.3% |
| 3Y | +158.2% | +23.7% | +134.5% | +103.9% |
| 5Y | +213.8% | +60.4% | +153.4% | +97.3% |
| 10Y | +367.0% | +142.2% | +224.8% | +134.6% |
| All | +340.6% | +149.9% | +190.7% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling