+341.3%
USFD vs FIVE
+531.3%
-190.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +6.7% | +1.8% | +6.4% |
| 7D | +7.8% | +7.5% | +0.4% | +5.5% |
| 30D | +16.2% | +16.7% | -0.5% | +10.7% |
| 3M | +11.0% | +13.4% | -2.4% | +6.4% |
| 6M | +20.7% | +9.0% | +11.7% | +16.0% |
| YTD | +46.0% | +33.8% | +12.2% | +30.3% |
| 1Y | +49.8% | +61.2% | -11.4% | +25.8% |
| 3Y | +167.3% | +42.1% | +125.2% | +115.1% |
| 5Y | +197.2% | +21.4% | +175.8% | +141.9% |
| 10Y | +389.9% | +609.1% | -219.2% | +129.5% |
| All | +341.3% | +531.3% | -190.0% | +105.8% |
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