+317.7%
USFD vs FIVN
+235.7%
+81.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.1% |
| 7D | -3.0% | -2.3% | -0.7% | -2.8% |
| 30D | +3.5% | +12.4% | -8.9% | +2.0% |
| 3M | +26.6% | +36.0% | -9.4% | +21.8% |
| 6M | +11.7% | +86.0% | -74.3% | +2.9% |
| YTD | +38.1% | +65.9% | -27.8% | +28.3% |
| 1Y | +33.4% | +26.5% | +6.9% | +27.6% |
| 3Y | +155.8% | -54.2% | +210.0% | +167.7% |
| 5Y | +214.0% | -80.5% | +294.5% | +242.0% |
| 10Y | +320.4% | +109.6% | +210.7% | +260.3% |
| All | +317.7% | +235.7% | +81.9% | +264.1% |
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