+177.1%
USFD vs S
-69.2%
+246.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.8% | +6.0% | -1.7% |
| 7D | +3.9% | -16.7% | +20.6% | +6.1% |
| 30D | +10.7% | -17.0% | +27.7% | +12.9% |
| 3M | +6.3% | +2.0% | +4.3% | +5.2% |
| 6M | +16.2% | +35.1% | -18.8% | +10.1% |
| YTD | +41.9% | +42.8% | -0.9% | +32.3% |
| 1Y | +44.2% | +27.7% | +16.5% | +36.5% |
| 3Y | +159.8% | +33.0% | +126.8% | +135.7% |
| 5Y | +177.1% | -68.0% | +245.1% | +167.0% |
| All | +177.1% | -69.2% | +246.3% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling