+216.3%
USFD vs FTV
+2.3%
+214.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -3.0% | -4.5% | +1.5% | -1.0% |
| 30D | +3.5% | -7.1% | +10.6% | +7.0% |
| 3M | +26.6% | -7.2% | +33.7% | +30.2% |
| 6M | +11.7% | -1.5% | +13.2% | +11.2% |
| YTD | +38.1% | +3.5% | +34.7% | +32.3% |
| 1Y | +33.4% | +20.3% | +13.0% | +16.5% |
| 3Y | +155.8% | -3.1% | +158.9% | +149.3% |
| All | +216.3% | +2.3% | +214.0% | +174.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling