+324.1%
USFD vs FTV
+79.5%
+244.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.3% |
| 7D | -3.0% | -4.5% | +1.5% | -0.2% |
| 30D | +3.5% | -7.1% | +10.6% | +8.3% |
| 3M | +26.6% | -7.2% | +33.7% | +31.6% |
| 6M | +11.7% | -1.5% | +13.2% | +11.0% |
| YTD | +38.1% | +3.5% | +34.7% | +30.3% |
| 1Y | +33.4% | +20.3% | +13.0% | +12.3% |
| 3Y | +155.8% | -3.1% | +158.9% | +143.2% |
| 5Y | +214.0% | +2.3% | +211.7% | +179.9% |
| All | +324.1% | +79.5% | +244.6% | +160.7% |
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