+208.4%
USFD vs REPL
-33.0%
+241.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +3.0% |
| 7D | +3.9% | +14.2% | -10.3% | +3.6% |
| 30D | +12.8% | +65.9% | -53.0% | +11.4% |
| 3M | +1.0% | +84.6% | -83.6% | -0.7% |
| 6M | +30.3% | +446.9% | -416.7% | +22.0% |
| YTD | +46.0% | +129.0% | -83.0% | +37.9% |
| 1Y | +49.6% | +167.9% | -118.3% | +40.4% |
| 3Y | +166.3% | +93.9% | +72.4% | +122.2% |
| 5Y | +208.4% | -33.0% | +241.4% | +188.4% |
| All | +208.4% | -33.0% | +241.4% | +188.4% |
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