+50.4%
USFD vs FFIV
+28.7%
+21.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | 0.0% |
| 7D | +1.7% | -0.5% | +2.2% | +1.6% |
| 30D | +10.2% | -32.4% | +42.6% | +6.9% |
| 3M | -1.5% | -25.7% | +24.2% | -2.9% |
| 6M | +27.3% | -13.5% | +40.9% | +27.9% |
| YTD | +44.0% | +21.1% | +22.9% | +45.2% |
| 1Y | +50.4% | +29.4% | +20.9% | +47.5% |
| All | +50.4% | +28.7% | +21.6% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling