+341.0%
USFD vs FCUV
-99.3%
+440.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.1% |
| 7D | +8.4% | -15.3% | +23.7% | +8.4% |
| 30D | +12.7% | -29.7% | +42.5% | +12.8% |
| 3M | +1.1% | -54.5% | +55.6% | +1.1% |
| 6M | +30.2% | -26.7% | +56.9% | +29.3% |
| YTD | +45.8% | -91.0% | +136.8% | +45.3% |
| 1Y | +51.9% | -98.0% | +150.0% | +51.8% |
| 3Y | +158.5% | -99.5% | +258.0% | +157.8% |
| 5Y | +208.0% | -99.9% | +307.9% | +207.7% |
| 10Y | +376.6% | -99.3% | +475.8% | +376.9% |
| All | +341.0% | -99.3% | +440.3% | +341.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling