+367.0%
USFD vs RUN
+74.1%
+292.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.6% |
| 7D | -0.2% | +3.2% | -3.3% | -0.7% |
| 30D | +12.3% | +19.5% | -7.2% | +9.6% |
| 3M | -0.7% | -9.6% | +8.9% | -0.2% |
| 6M | +31.3% | -37.3% | +68.6% | +36.3% |
| YTD | +45.7% | -50.7% | +96.4% | +52.0% |
| 1Y | +52.1% | -54.1% | +106.2% | +59.7% |
| 3Y | +158.2% | -3.9% | +162.2% | +101.2% |
| 5Y | +213.8% | -84.4% | +298.1% | +213.2% |
| 10Y | +367.0% | +77.5% | +289.5% | +154.2% |
| All | +367.0% | +74.1% | +292.9% | +154.2% |
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