+328.2%
USFD vs FCUV
-99.3%
+427.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.2% |
| 7D | +3.0% | -13.0% | +15.9% | +3.0% |
| 30D | +11.1% | -36.9% | +48.0% | +11.1% |
| 3M | -0.3% | -65.3% | +65.1% | -0.2% |
| 6M | +15.9% | -32.9% | +48.8% | +15.2% |
| YTD | +41.6% | -91.2% | +132.8% | +41.1% |
| 1Y | +49.4% | -98.2% | +147.6% | +49.3% |
| 3Y | +157.8% | -99.6% | +257.4% | +157.2% |
| 5Y | +176.6% | -99.9% | +276.5% | +176.4% |
| 10Y | +375.4% | -99.3% | +474.6% | +375.7% |
| All | +328.2% | -99.3% | +427.5% | +328.5% |
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