+32.9%
W vs USFD
+156.9%
-124.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | -4.2% | -3.0% | -1.2% | -2.2% |
| 30D | -7.6% | +3.5% | -11.1% | -10.3% |
| 3M | +37.2% | +26.6% | +10.6% | +13.0% |
| 6M | +26.3% | +11.7% | +14.6% | +14.1% |
| YTD | -1.0% | +38.1% | -39.1% | -30.5% |
| 1Y | +20.1% | +33.4% | -13.3% | -12.5% |
| All | +32.9% | +156.9% | -124.0% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling