+214.3%
USFD vs FFIV
+35.3%
+178.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.9% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | +10.2% | -32.4% | +42.6% | +22.0% |
| 3M | -1.5% | -25.7% | +24.2% | +5.2% |
| 6M | +27.3% | -13.5% | +40.9% | +27.7% |
| YTD | +44.0% | +21.1% | +22.9% | +24.0% |
| 1Y | +50.4% | +29.4% | +20.9% | +25.5% |
| 3Y | +153.6% | +94.9% | +58.7% | +63.7% |
| All | +214.3% | +35.3% | +178.9% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling