+371.2%
USFD vs FFIV
+132.4%
+238.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.8% | +2.1% |
| 7D | +3.9% | -2.1% | +6.0% | +4.8% |
| 30D | +12.8% | -33.8% | +46.6% | +32.8% |
| 3M | +1.0% | -20.6% | +21.6% | +8.2% |
| 6M | +30.3% | -10.2% | +40.5% | +29.9% |
| YTD | +46.0% | +24.5% | +21.5% | +20.1% |
| 1Y | +49.6% | +29.3% | +20.3% | +20.4% |
| 3Y | +166.3% | +103.8% | +62.5% | +56.6% |
| 5Y | +208.4% | +40.9% | +167.5% | +119.9% |
| 10Y | +371.2% | +126.6% | +244.6% | +107.4% |
| All | +371.2% | +132.4% | +238.8% | +107.4% |
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