+212.6%
USFD vs TROW
-36.6%
+249.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.3% | +0.4% | -3.8% | -3.5% |
| 30D | -5.3% | -4.0% | -1.3% | -3.6% |
| 3M | +18.8% | +5.0% | +13.8% | +15.5% |
| 6M | +14.3% | +24.3% | -10.0% | +2.5% |
| YTD | +36.9% | +9.8% | +27.1% | +29.4% |
| 1Y | +31.7% | +6.4% | +25.3% | +26.0% |
| 3Y | +164.5% | +15.8% | +148.7% | +136.6% |
| 5Y | +212.6% | -37.3% | +249.9% | +257.2% |
| All | +212.6% | -36.6% | +249.2% | +257.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling