+362.2%
USFD vs FIVE
+563.4%
-201.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +3.0% | -0.3% | +3.2% | +3.1% |
| 30D | +11.1% | +17.7% | -6.6% | +5.6% |
| 3M | -0.3% | +4.0% | -4.3% | -1.9% |
| 6M | +15.9% | +2.6% | +13.3% | +13.5% |
| YTD | +41.6% | +27.6% | +14.0% | +28.2% |
| 1Y | +49.4% | +59.9% | -10.5% | +25.5% |
| 3Y | +157.8% | +35.8% | +122.1% | +110.2% |
| 5Y | +176.6% | +14.4% | +162.2% | +129.3% |
| All | +362.2% | +563.4% | -201.3% | +119.1% |
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