+339.8%
USFD vs DVA
+181.7%
+158.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | -3.3% | +2.2% | -5.6% | -3.9% |
| 30D | -5.3% | -2.0% | -3.3% | -4.9% |
| 3M | +18.8% | -6.3% | +25.0% | +19.7% |
| 6M | +14.3% | +19.4% | -5.2% | +7.3% |
| YTD | +36.9% | +58.5% | -21.6% | +18.6% |
| 1Y | +31.7% | +33.9% | -2.2% | +19.1% |
| 3Y | +164.5% | +88.4% | +76.0% | +110.3% |
| 5Y | +212.6% | +39.5% | +173.1% | +163.5% |
| All | +339.8% | +181.7% | +158.1% | +206.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling