+354.1%
USFD vs RVTY
+211.6%
+142.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +1.7% | -0.5% | +2.1% | +1.8% |
| 30D | +10.2% | +1.5% | +8.6% | +9.3% |
| 3M | -1.5% | +31.5% | -32.9% | -9.3% |
| 6M | +27.3% | +62.7% | -35.3% | +9.9% |
| YTD | +44.0% | +60.0% | -16.0% | +23.3% |
| 1Y | +50.4% | +65.7% | -15.4% | +27.3% |
| 3Y | +153.6% | +85.2% | +68.4% | +99.5% |
| 5Y | +219.0% | -14.9% | +233.9% | +218.3% |
| All | +354.1% | +211.6% | +142.6% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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