+157.8%
USFD vs FIVE
+34.8%
+123.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.0% | -0.3% | +3.2% | +3.0% |
| 30D | +11.1% | +17.7% | -6.6% | +9.1% |
| 3M | -0.3% | +4.0% | -4.3% | -0.8% |
| 6M | +15.9% | +2.6% | +13.3% | +15.3% |
| YTD | +41.6% | +27.6% | +14.0% | +37.2% |
| 1Y | +49.4% | +59.9% | -10.5% | +40.9% |
| 3Y | +157.8% | +35.8% | +122.1% | +131.4% |
| All | +157.8% | +34.8% | +123.0% | +131.4% |
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