+353.3%
USFD vs DVA
+192.4%
+161.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.8% | -0.1% |
| 7D | +1.3% | -10.7% | +12.0% | +4.0% |
| 30D | +10.6% | -4.4% | +15.0% | +11.5% |
| 3M | -2.4% | -4.1% | +1.7% | -1.8% |
| 6M | +28.9% | -13.2% | +42.1% | +31.8% |
| YTD | +43.7% | +53.2% | -9.5% | +24.8% |
| 1Y | +48.5% | +40.8% | +7.7% | +31.8% |
| 3Y | +154.7% | +109.7% | +45.0% | +96.1% |
| 5Y | +218.4% | +64.5% | +153.9% | +151.8% |
| All | +353.3% | +192.4% | +161.0% | +213.9% |
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