+328.2%
USFD vs RUN
+58.4%
+269.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +3.0% | +33.4% | -30.5% | -0.5% |
| 30D | +11.1% | +31.1% | -20.1% | +7.4% |
| 3M | -0.3% | +6.4% | -6.7% | -1.5% |
| 6M | +15.9% | -22.2% | +38.1% | +17.3% |
| YTD | +41.6% | -45.8% | +87.4% | +46.3% |
| 1Y | +49.4% | -51.1% | +100.5% | +55.4% |
| 3Y | +157.8% | -3.0% | +160.9% | +103.0% |
| 5Y | +176.6% | -82.2% | +258.9% | +170.3% |
| 10Y | +375.4% | +111.9% | +263.5% | +161.5% |
| All | +328.2% | +58.4% | +269.8% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling