+177.1%
USFD vs FIVE
+15.3%
+161.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -1.9% |
| 7D | +3.9% | -1.7% | +5.6% | +4.4% |
| 30D | +10.7% | +14.9% | -4.2% | +7.5% |
| 3M | +6.3% | +7.6% | -1.3% | +4.5% |
| 6M | +16.2% | +6.4% | +9.8% | +13.9% |
| YTD | +41.9% | +28.1% | +13.8% | +32.7% |
| 1Y | +44.2% | +54.7% | -10.5% | +29.1% |
| 3Y | +159.8% | +36.1% | +123.7% | +134.0% |
| 5Y | +177.1% | +14.9% | +162.2% | +150.9% |
| All | +177.1% | +15.3% | +161.8% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling