+218.4%
USFD vs RVTY
-11.6%
+230.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +1.3% | +4.1% | -2.8% | +0.5% |
| 30D | +10.6% | +1.3% | +9.3% | +9.9% |
| 3M | -2.4% | +33.3% | -35.7% | -9.2% |
| 6M | +28.9% | +58.3% | -29.4% | +14.7% |
| YTD | +43.7% | +62.7% | -19.0% | +25.6% |
| 1Y | +48.5% | +67.2% | -18.7% | +28.7% |
| 3Y | +154.7% | +87.3% | +67.4% | +105.2% |
| 5Y | +218.4% | -13.4% | +231.8% | +219.4% |
| All | +218.4% | -11.6% | +230.0% | +219.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling