+142.0%
W vs USFD
+159.2%
-17.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.3% |
| 7D | -3.6% | +3.0% | -6.6% | -5.3% |
| 30D | +7.0% | +11.1% | -4.1% | 0.0% |
| 3M | +7.4% | -0.3% | +7.7% | +7.3% |
| 6M | +69.3% | +15.9% | +53.4% | +49.8% |
| YTD | +11.3% | +41.6% | -30.3% | -22.9% |
| 1Y | +13.2% | +49.4% | -36.2% | -26.1% |
| 3Y | +142.0% | +157.8% | -15.8% | +12.1% |
| All | +142.0% | +159.2% | -17.2% | +12.1% |
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 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