+315.7%
USFD vs DVA
+186.3%
+129.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -5.9% |
| 7D | -7.0% | +2.0% | -9.0% | -7.5% |
| 30D | -10.3% | -0.4% | -9.9% | -10.3% |
| 3M | +9.2% | -7.7% | +16.8% | +10.4% |
| 6M | +7.4% | +20.0% | -12.6% | +0.8% |
| YTD | +29.4% | +61.1% | -31.7% | +11.6% |
| 1Y | +24.8% | +33.9% | -9.0% | +12.9% |
| 3Y | +150.0% | +91.5% | +58.5% | +98.0% |
| 5Y | +195.5% | +41.8% | +153.7% | +148.0% |
| 10Y | +315.7% | +187.5% | +128.2% | +188.9% |
| All | +315.7% | +186.3% | +129.4% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded DVA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling