+166.3%
USFD vs TROW
+34.1%
+132.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.8% | +2.2% |
| 7D | +3.9% | +4.7% | -0.8% | +2.3% |
| 30D | +12.8% | +5.4% | +7.5% | +10.7% |
| 3M | +1.0% | -1.6% | +2.6% | +1.4% |
| 6M | +30.3% | +7.8% | +22.5% | +26.1% |
| YTD | +46.0% | +12.6% | +33.4% | +38.3% |
| 1Y | +49.6% | +13.6% | +36.0% | +41.1% |
| 3Y | +166.3% | +36.6% | +129.7% | +143.6% |
| All | +166.3% | +34.1% | +132.2% | +143.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling