+158.3%
USFD vs FIVE
+35.4%
+122.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.3% |
| 7D | +3.9% | -1.7% | +5.6% | +4.2% |
| 30D | +10.7% | +14.9% | -4.2% | +9.0% |
| 3M | +6.3% | +7.6% | -1.3% | +5.4% |
| 6M | +16.2% | +6.4% | +9.8% | +15.2% |
| YTD | +41.9% | +28.1% | +13.8% | +37.3% |
| 1Y | +44.2% | +54.7% | -10.5% | +36.5% |
| All | +158.3% | +35.4% | +122.9% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling