+317.7%
USFD vs RACE
+951.8%
-634.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | +0.5% |
| 7D | -3.0% | -2.5% | -0.5% | -2.0% |
| 30D | +3.5% | +0.8% | +2.8% | +3.0% |
| 3M | +26.6% | +17.2% | +9.4% | +17.3% |
| 6M | +11.7% | +13.6% | -1.9% | +4.2% |
| YTD | +38.1% | +12.2% | +25.9% | +28.9% |
| 1Y | +33.4% | -16.3% | +49.6% | +40.7% |
| 3Y | +155.8% | +36.4% | +119.4% | +102.2% |
| 5Y | +214.0% | +95.0% | +119.1% | +102.2% |
| 10Y | +320.4% | +813.2% | -492.9% | +83.6% |
| All | +317.7% | +951.8% | -634.2% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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