+371.2%
USFD vs RUN
+133.0%
+238.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.3% |
| 7D | +3.9% | +18.1% | -14.1% | +1.8% |
| 30D | +12.8% | +27.5% | -14.6% | +9.4% |
| 3M | +1.0% | -4.5% | +5.5% | +0.9% |
| 6M | +30.3% | -33.3% | +63.6% | +34.5% |
| YTD | +46.0% | -47.1% | +93.0% | +51.2% |
| 1Y | +49.6% | -43.1% | +92.8% | +53.0% |
| 3Y | +166.3% | -3.0% | +169.3% | +108.2% |
| 5Y | +208.4% | -82.6% | +291.0% | +202.7% |
| 10Y | +371.2% | +103.3% | +267.9% | +151.3% |
| All | +371.2% | +133.0% | +238.2% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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