+216.3%
USFD vs RUN
-80.5%
+296.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -3.0% | +1.3% | -4.3% | -3.1% |
| 30D | +3.5% | -15.3% | +18.8% | +4.3% |
| 3M | +26.6% | -40.0% | +66.6% | +29.8% |
| 6M | +11.7% | -27.0% | +38.7% | +12.8% |
| YTD | +38.1% | -51.7% | +89.8% | +41.7% |
| 1Y | +33.4% | -45.9% | +79.3% | +34.8% |
| 3Y | +155.8% | -43.8% | +199.6% | +133.8% |
| All | +216.3% | -80.5% | +296.8% | +199.6% |
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