+367.4%
USFD vs FTV
+107.0%
+260.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | +8.4% | +1.4% | +7.0% | +7.5% |
| 30D | +12.7% | +18.3% | -5.5% | +1.1% |
| 3M | +1.1% | +9.8% | -8.7% | -5.1% |
| 6M | +30.2% | +12.3% | +17.8% | +19.3% |
| YTD | +45.8% | +23.1% | +22.8% | +22.7% |
| 1Y | +51.9% | +32.5% | +19.4% | +21.0% |
| 3Y | +158.5% | +38.3% | +120.1% | +91.0% |
| 5Y | +208.0% | +16.8% | +191.2% | +153.1% |
| All | +367.4% | +107.0% | +260.5% | +145.7% |
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