+341.3%
USFD vs FIVN
+191.3%
+150.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +2.8% |
| 7D | +3.9% | -19.3% | +23.2% | +5.9% |
| 30D | +12.8% | -20.7% | +33.5% | +15.0% |
| 3M | +1.0% | -15.1% | +16.0% | +1.9% |
| 6M | +30.3% | +30.6% | -0.4% | +24.8% |
| YTD | +46.0% | +44.0% | +2.0% | +36.7% |
| 1Y | +49.6% | +45.5% | +4.1% | +39.7% |
| 3Y | +166.3% | -52.8% | +219.0% | +175.4% |
| 5Y | +208.4% | -82.6% | +291.0% | +238.4% |
| 10Y | +371.2% | +109.4% | +261.9% | +303.9% |
| All | +341.3% | +191.3% | +150.0% | +287.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling