+317.7%
USFD vs FIVE
+531.8%
-214.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.9% |
| 7D | -3.0% | +4.3% | -7.3% | -4.3% |
| 30D | +3.5% | +12.5% | -9.0% | -0.5% |
| 3M | +26.6% | +31.2% | -4.7% | +15.5% |
| 6M | +11.7% | +14.4% | -2.7% | +5.3% |
| YTD | +38.1% | +33.9% | +4.2% | +23.4% |
| 1Y | +33.4% | +65.1% | -31.7% | +10.5% |
| 3Y | +155.8% | +49.0% | +106.8% | +101.8% |
| 5Y | +214.0% | +30.3% | +183.7% | +147.4% |
| 10Y | +320.4% | +481.1% | -160.7% | +102.1% |
| All | +317.7% | +531.8% | -214.1% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling