+315.7%
USFD vs FCUV
-98.6%
+414.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.0% | +1.6% | -5.5% |
| 7D | -7.0% | -63.8% | +56.7% | -6.9% |
| 30D | -10.3% | -14.7% | +4.4% | -10.3% |
| 3M | +9.2% | +65.3% | -56.1% | +8.4% |
| 6M | +7.4% | -68.5% | +75.9% | +6.8% |
| YTD | +29.4% | -83.0% | +112.4% | +28.8% |
| 1Y | +24.8% | -94.4% | +119.3% | +24.5% |
| 3Y | +150.0% | -99.3% | +249.3% | +149.2% |
| 5Y | +195.5% | -99.9% | +295.3% | +194.9% |
| 10Y | +315.7% | -98.6% | +414.4% | +316.3% |
| All | +315.7% | -98.6% | +414.4% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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