+362.2%
USFD vs TECH
+208.1%
+154.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +11.1% | +0.3% | +10.7% | +11.0% |
| 3M | -0.3% | +1.3% | -1.6% | -0.6% |
| 6M | +15.9% | +54.0% | -38.1% | +2.1% |
| YTD | +41.6% | +24.3% | +17.3% | +30.2% |
| 1Y | +49.4% | +25.8% | +23.6% | +36.7% |
| 3Y | +157.8% | +26.0% | +131.9% | +122.4% |
| 5Y | +176.6% | -40.1% | +216.7% | +202.1% |
| All | +362.2% | +208.1% | +154.0% | +173.5% |
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