+157.8%
USFD vs FTV
+33.2%
+124.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +3.0% | +0.2% | +2.7% | +3.0% |
| 30D | +11.1% | +15.7% | -4.6% | +6.7% |
| 3M | -0.3% | +7.5% | -7.8% | -2.3% |
| 6M | +15.9% | +8.5% | +7.4% | +12.9% |
| YTD | +41.6% | +18.8% | +22.8% | +32.5% |
| 1Y | +49.4% | +28.5% | +20.9% | +35.1% |
| 3Y | +157.8% | +34.0% | +123.8% | +139.2% |
| All | +157.8% | +33.2% | +124.7% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling