+371.2%
USFD vs TECH
+204.1%
+167.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +3.9% | +0.2% | +3.7% | +3.9% |
| 30D | +12.8% | +0.5% | +12.3% | +12.7% |
| 3M | +1.0% | +0.9% | +0.1% | +0.7% |
| 6M | +30.3% | +51.0% | -20.8% | +15.6% |
| YTD | +46.0% | +24.4% | +21.6% | +34.2% |
| 1Y | +49.6% | +27.6% | +22.0% | +36.3% |
| 3Y | +166.3% | +29.9% | +136.3% | +127.1% |
| 5Y | +208.4% | -40.6% | +249.0% | +238.1% |
| 10Y | +371.2% | +196.7% | +174.5% | +179.1% |
| All | +371.2% | +204.1% | +167.1% | +179.1% |
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