+359.6%
USFD vs FFIV
+126.3%
+233.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.5% |
| 7D | -0.2% | -2.9% | +2.8% | +1.1% |
| 30D | +12.3% | -32.4% | +44.7% | +30.9% |
| 3M | -0.7% | -22.7% | +22.0% | +7.8% |
| 6M | +31.3% | -10.7% | +42.0% | +31.3% |
| YTD | +45.7% | +25.4% | +20.3% | +19.5% |
| 1Y | +52.1% | +34.2% | +18.0% | +20.1% |
| 3Y | +158.2% | +101.2% | +57.0% | +53.2% |
| 5Y | +213.8% | +42.0% | +171.8% | +123.0% |
| All | +359.6% | +126.3% | +233.3% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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