+212.6%
USFD vs FCUV
-99.8%
+312.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -65.2% | +64.3% | -0.6% |
| 7D | -3.3% | -47.9% | +44.6% | -3.3% |
| 30D | -5.3% | +13.7% | -19.0% | -5.6% |
| 3M | +18.8% | +97.0% | -78.2% | +15.9% |
| 6M | +14.3% | -66.1% | +80.4% | +13.8% |
| YTD | +36.9% | -81.8% | +118.6% | +37.6% |
| 1Y | +31.7% | -93.3% | +125.0% | +34.0% |
| 3Y | +164.5% | -99.2% | +263.7% | +182.1% |
| 5Y | +212.6% | -99.9% | +312.4% | +264.6% |
| All | +212.6% | -99.8% | +312.4% | +264.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling