+214.3%
USFD vs RUN
-85.3%
+299.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +1.7% | -13.5% | +15.2% | +2.5% |
| 30D | +10.2% | +18.3% | -8.1% | +8.9% |
| 3M | -1.5% | -12.5% | +11.0% | -1.1% |
| 6M | +27.3% | -40.3% | +67.7% | +30.2% |
| YTD | +44.0% | -53.1% | +97.1% | +47.6% |
| 1Y | +50.4% | -54.3% | +104.6% | +54.2% |
| 3Y | +153.6% | -6.5% | +160.1% | +115.0% |
| All | +214.3% | -85.3% | +299.5% | +231.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling