+157.8%
USFD vs FFIV
+102.2%
+55.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.0% | -8.1% | +11.1% | +4.1% |
| 30D | +11.1% | -33.4% | +44.4% | +16.9% |
| 3M | -0.3% | -24.7% | +24.5% | +2.7% |
| 6M | +15.9% | -8.8% | +24.7% | +13.9% |
| YTD | +41.6% | +21.8% | +19.8% | +27.4% |
| 1Y | +49.4% | +25.3% | +24.1% | +32.9% |
| 3Y | +157.8% | +101.2% | +56.7% | +90.5% |
| All | +157.8% | +102.2% | +55.6% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling