+353.3%
USFD vs FIVN
+92.2%
+261.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +1.3% | -17.4% | +18.7% | +3.0% |
| 30D | +10.6% | -20.4% | +31.0% | +12.7% |
| 3M | -2.4% | -9.6% | +7.2% | -2.2% |
| 6M | +28.9% | +34.7% | -5.8% | +23.1% |
| YTD | +43.7% | +40.6% | +3.1% | +34.9% |
| 1Y | +48.5% | +34.3% | +14.2% | +40.0% |
| 3Y | +154.7% | -55.5% | +210.2% | +165.3% |
| 5Y | +218.4% | -82.5% | +300.8% | +249.2% |
| All | +353.3% | +92.2% | +261.1% | +316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling