+216.3%
USFD vs RVTY
-30.5%
+246.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -3.0% | +1.1% | -4.1% | -3.3% |
| 30D | +3.5% | +13.2% | -9.7% | +0.6% |
| 3M | +26.6% | +27.2% | -0.7% | +19.5% |
| 6M | +11.7% | +32.4% | -20.7% | +3.9% |
| YTD | +38.1% | +34.9% | +3.3% | +27.1% |
| 1Y | +33.4% | +52.4% | -19.0% | +18.5% |
| 3Y | +155.8% | +12.3% | +143.5% | +141.8% |
| All | +216.3% | -30.5% | +246.9% | +232.7% |
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 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