+357.2%
USFD vs FTV
+107.8%
+249.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +3.0% | +0.2% | +2.7% | +2.9% |
| 30D | +11.1% | +15.7% | -4.6% | +1.0% |
| 3M | -0.3% | +7.5% | -7.8% | -5.1% |
| 6M | +15.9% | +8.5% | +7.4% | +8.6% |
| YTD | +41.6% | +18.8% | +22.8% | +21.9% |
| 1Y | +49.4% | +28.5% | +20.9% | +21.3% |
| 3Y | +157.8% | +34.0% | +123.8% | +94.5% |
| 5Y | +176.6% | +12.6% | +164.0% | +133.0% |
| All | +357.2% | +107.8% | +249.4% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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