+317.7%
USFD vs TECH
+188.2%
+129.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +3.5% | +0.7% | +2.8% | +3.3% |
| 3M | +26.6% | +36.3% | -9.8% | +15.9% |
| 6M | +11.7% | +25.6% | -13.9% | +3.2% |
| YTD | +38.1% | +23.7% | +14.4% | +27.3% |
| 1Y | +33.4% | +37.6% | -4.3% | +18.1% |
| 3Y | +155.8% | -6.6% | +162.4% | +145.4% |
| 5Y | +214.0% | -42.2% | +256.3% | +244.4% |
| 10Y | +320.4% | +187.6% | +132.8% | +167.2% |
| All | +317.7% | +188.2% | +129.5% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling