+192.6%
USFD vs REPL
-35.6%
+228.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -0.4% |
| 7D | +3.0% | +22.8% | -19.8% | +2.4% |
| 30D | +11.1% | +63.8% | -52.7% | +9.6% |
| 3M | -0.3% | +68.1% | -68.4% | -1.7% |
| 6M | +15.9% | +528.5% | -512.6% | +7.9% |
| YTD | +41.6% | +122.4% | -80.8% | +33.9% |
| 1Y | +49.4% | +154.4% | -105.0% | +40.4% |
| 3Y | +157.8% | +68.0% | +89.9% | +118.6% |
| All | +192.6% | -35.6% | +228.2% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling