+315.7%
USFD vs TROW
+128.2%
+187.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -4.7% |
| 7D | -7.0% | -1.5% | -5.5% | -6.3% |
| 30D | -10.3% | -5.3% | -5.0% | -7.8% |
| 3M | +9.2% | +2.9% | +6.2% | +7.0% |
| 6M | +7.4% | +22.2% | -14.8% | -3.9% |
| YTD | +29.4% | +8.1% | +21.3% | +22.5% |
| 1Y | +24.8% | +5.8% | +19.0% | +19.2% |
| 3Y | +150.0% | +14.0% | +136.0% | +123.0% |
| 5Y | +195.5% | -38.3% | +233.7% | +257.4% |
| 10Y | +315.7% | +131.7% | +184.1% | +219.2% |
| All | +315.7% | +128.2% | +187.6% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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