+449.7%
V vs USFD
+369.7%
+80.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.2% | +3.0% | -0.8% | +1.3% |
| 30D | +13.6% | +11.1% | +2.5% | +10.1% |
| 3M | +14.3% | -0.3% | +14.6% | +14.1% |
| 6M | +33.1% | +15.9% | +17.2% | +26.7% |
| YTD | +21.2% | +41.6% | -20.4% | +7.9% |
| 1Y | +26.4% | +49.4% | -23.0% | +10.5% |
| 3Y | +77.6% | +157.8% | -80.3% | +30.8% |
| 5Y | +102.6% | +176.6% | -74.0% | +43.1% |
| All | +449.7% | +369.7% | +80.0% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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