+172.8%
W vs USFD
+167.5%
+5.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +2.5% |
| 7D | +3.3% | +3.9% | -0.6% | +0.9% |
| 30D | +10.5% | +12.8% | -2.3% | +2.2% |
| 3M | +9.6% | +1.0% | +8.7% | +8.7% |
| 6M | +76.4% | +30.3% | +46.1% | +43.2% |
| YTD | +16.4% | +46.0% | -29.6% | -21.1% |
| 1Y | +9.3% | +49.6% | -40.3% | -28.0% |
| 3Y | +172.8% | +166.3% | +6.5% | +20.3% |
| All | +172.8% | +167.5% | +5.3% | +20.3% |
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 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