+210.1%
W vs USFD
+359.9%
-149.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.2% | +1.7% | -1.5% | -0.6% |
| 30D | +6.8% | +10.2% | -3.3% | +1.8% |
| 3M | +10.7% | -1.5% | +12.2% | +11.3% |
| 6M | +86.3% | +27.3% | +59.0% | +62.6% |
| YTD | +11.5% | +44.0% | -32.5% | -10.9% |
| 1Y | +5.1% | +50.4% | -45.3% | -17.9% |
| 3Y | +171.0% | +153.6% | +17.4% | +65.9% |
| 5Y | -56.6% | +219.0% | -275.6% | -75.1% |
| All | +210.1% | +359.9% | -149.8% | +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