+186.6%
USFD vs S
-48.9%
+235.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.0% | -5.0% | +2.2% |
| 7D | +3.9% | +1.6% | +2.4% | +3.7% |
| 30D | +12.8% | -10.5% | +23.3% | +13.9% |
| 3M | +1.0% | +9.9% | -8.9% | -0.8% |
| 6M | +30.3% | +41.8% | -11.5% | +23.7% |
| YTD | +46.0% | +56.8% | -10.8% | +35.9% |
| 1Y | +49.6% | +39.0% | +10.6% | +41.2% |
| 3Y | +166.3% | +53.8% | +112.4% | +140.9% |
| 5Y | +208.4% | -68.6% | +277.0% | +189.2% |
| All | +186.6% | -48.9% | +235.5% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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