-63.1%
W vs USFD
+215.8%
-279.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.9% |
| 7D | -4.2% | -3.0% | -1.2% | -1.5% |
| 30D | -7.6% | +3.5% | -11.1% | -11.3% |
| 3M | +37.2% | +26.6% | +10.6% | +6.6% |
| 6M | +26.3% | +11.7% | +14.6% | +9.9% |
| YTD | -1.0% | +38.1% | -39.1% | -34.7% |
| 1Y | +20.1% | +33.4% | -13.3% | -17.9% |
| 3Y | +37.8% | +155.8% | -118.0% | -54.3% |
| All | -63.1% | +215.8% | -279.0% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling