+217.0%
W vs USFD
+369.2%
-152.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +1.1% | +8.4% | -7.3% | -2.7% |
| 30D | +6.4% | +12.7% | -6.3% | +0.2% |
| 3M | +9.0% | +1.1% | +7.8% | +8.1% |
| 6M | +69.8% | +30.2% | +39.7% | +46.5% |
| YTD | +12.1% | +45.8% | -33.8% | -11.0% |
| 1Y | 0.0% | +51.9% | -51.9% | -22.3% |
| 3Y | +160.3% | +158.5% | +1.9% | +57.8% |
| 5Y | -53.3% | +208.0% | -261.3% | -73.0% |
| 10Y | +217.0% | +376.6% | -159.6% | +35.3% |
| All | +217.0% | +369.2% | -152.3% | +35.3% |
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