+367.0%
USFD vs FIVE
+535.9%
-168.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | +12.3% | +17.4% | -5.1% | +6.9% |
| 3M | -0.7% | +7.0% | -7.7% | -3.1% |
| 6M | +31.3% | +20.5% | +10.8% | +22.2% |
| YTD | +45.7% | +33.1% | +12.6% | +30.1% |
| 1Y | +52.1% | +67.1% | -14.9% | +26.0% |
| 3Y | +158.2% | +41.9% | +116.3% | +107.5% |
| 5Y | +213.8% | +21.1% | +192.7% | +155.1% |
| 10Y | +367.0% | +518.8% | -151.8% | +122.7% |
| All | +367.0% | +535.9% | -168.9% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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