+321.0%
USFD vs FFIV
+214.3%
+106.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -3.0% | -1.0% | -2.1% | -2.7% |
| 30D | +3.5% | -5.1% | +8.6% | +5.6% |
| 3M | +26.6% | -4.5% | +31.0% | +27.8% |
| 6M | +11.7% | +36.5% | -24.8% | -6.4% |
| YTD | +38.1% | +53.0% | -14.8% | +7.5% |
| 1Y | +33.4% | +24.2% | +9.2% | +14.5% |
| 3Y | +155.8% | +137.2% | +18.6% | +47.8% |
| 5Y | +214.0% | +91.8% | +122.3% | +98.7% |
| All | +321.0% | +214.3% | +106.7% | +85.4% |
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