+410.4%
V vs USFD
+329.0%
+81.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.7% | -3.0% | +1.3% | -0.9% |
| 30D | +2.0% | +3.5% | -1.6% | +0.8% |
| 3M | +17.4% | +26.6% | -9.2% | +9.3% |
| 6M | +17.5% | +11.7% | +5.8% | +13.2% |
| YTD | +7.6% | +38.1% | -30.5% | -3.4% |
| 1Y | +7.7% | +33.4% | -25.7% | -2.4% |
| 3Y | +54.7% | +155.8% | -101.2% | +14.4% |
| 5Y | +73.0% | +214.0% | -141.0% | +18.4% |
| 10Y | +390.9% | +320.4% | +70.5% | +192.9% |
| All | +410.4% | +329.0% | +81.3% | +202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling