+353.3%
USFD vs TECH
+187.7%
+165.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +10.6% | +0.5% | +10.1% | +10.4% |
| 3M | -2.4% | +1.0% | -3.4% | -2.7% |
| 6M | +28.9% | +54.1% | -25.1% | +13.8% |
| YTD | +43.7% | +24.4% | +19.3% | +32.1% |
| 1Y | +48.5% | +19.3% | +29.2% | +38.1% |
| 3Y | +154.7% | +28.5% | +126.2% | +118.1% |
| 5Y | +218.4% | -41.0% | +259.3% | +249.7% |
| All | +353.3% | +187.7% | +165.6% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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