+3.5%
W vs USFD
+51.3%
-47.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -7.4% | -0.2% | -7.2% | -7.3% |
| 30D | +7.8% | +12.3% | -4.5% | +6.2% |
| 3M | +10.9% | -0.7% | +11.6% | +10.3% |
| 6M | +86.4% | +31.3% | +55.2% | +80.4% |
| YTD | +14.0% | +45.7% | -31.7% | +0.5% |
| 1Y | +3.5% | +52.1% | -48.6% | -11.1% |
| All | +3.5% | +51.3% | -47.8% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling