+232.1%
W vs USFD
+369.7%
-137.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -3.6% | +3.0% | -6.6% | -4.8% |
| 30D | +7.0% | +11.1% | -4.1% | +1.5% |
| 3M | +7.4% | -0.3% | +7.7% | +7.2% |
| 6M | +69.3% | +15.9% | +53.4% | +54.9% |
| YTD | +11.3% | +41.6% | -30.3% | -10.2% |
| 1Y | +13.2% | +49.4% | -36.2% | -11.2% |
| 3Y | +142.0% | +157.8% | -15.8% | +47.0% |
| 5Y | -54.6% | +176.6% | -231.3% | -72.7% |
| All | +232.1% | +369.7% | -137.6% | +52.2% |
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