+329.7%
USFD vs TECH
+178.6%
+151.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | -5.3% | +0.1% | -5.5% | -5.4% |
| 3M | +18.8% | +37.5% | -18.7% | +8.4% |
| 6M | +14.3% | +34.6% | -20.3% | +3.3% |
| YTD | +36.9% | +23.5% | +13.4% | +26.1% |
| 1Y | +31.7% | +34.4% | -2.7% | +17.3% |
| 3Y | +164.5% | +2.3% | +162.2% | +145.2% |
| 5Y | +212.6% | -41.7% | +254.3% | +242.8% |
| 10Y | +329.7% | +177.6% | +152.1% | +161.8% |
| All | +329.7% | +178.6% | +151.1% | +161.8% |
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