+243.6%
W vs USFD
+368.6%
-125.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +3.0% |
| 7D | +3.3% | +3.9% | -0.6% | +1.5% |
| 30D | +10.5% | +12.8% | -2.3% | +4.0% |
| 3M | +9.6% | +1.0% | +8.7% | +8.8% |
| 6M | +76.4% | +30.3% | +46.1% | +52.1% |
| YTD | +16.4% | +46.0% | -29.6% | -7.6% |
| 1Y | +9.3% | +49.6% | -40.3% | -14.4% |
| 3Y | +172.8% | +166.3% | +6.5% | +63.0% |
| 5Y | -53.4% | +208.4% | -261.8% | -73.0% |
| 10Y | +243.6% | +371.2% | -127.6% | +49.5% |
| All | +243.6% | +368.6% | -125.0% | +49.5% |
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