+158.3%
USFD vs FFIV
+102.8%
+55.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -2.1% |
| 7D | +3.9% | -14.2% | +18.1% | +6.0% |
| 30D | +10.7% | -33.6% | +44.3% | +16.6% |
| 3M | +6.3% | -24.2% | +30.5% | +9.4% |
| 6M | +16.2% | -8.3% | +24.5% | +14.1% |
| YTD | +41.9% | +22.1% | +19.7% | +27.5% |
| 1Y | +44.2% | +26.5% | +17.7% | +27.9% |
| All | +158.3% | +102.8% | +55.5% | +90.8% |
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