+174.2%
USFD vs REPL
+39.1%
+135.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.9% |
| 7D | +3.9% | +14.2% | -10.3% | +3.3% |
| 30D | +12.8% | +65.9% | -53.0% | +10.2% |
| 3M | +1.0% | +84.6% | -83.6% | -1.9% |
| 6M | +30.3% | +446.9% | -416.7% | +15.9% |
| YTD | +46.0% | +129.0% | -83.0% | +31.4% |
| 1Y | +49.6% | +167.9% | -118.3% | +33.3% |
| 3Y | +166.3% | +93.9% | +72.4% | +102.6% |
| 5Y | +208.4% | -33.0% | +241.4% | +156.1% |
| All | +174.2% | +39.1% | +135.0% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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