+328.9%
USFD vs RVTY
+179.9%
+149.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.6% | -1.4% |
| 7D | +3.9% | -9.0% | +12.9% | +6.1% |
| 30D | +10.7% | -1.6% | +12.3% | +10.7% |
| 3M | +6.3% | +31.2% | -24.9% | -2.0% |
| 6M | +16.2% | +63.6% | -47.4% | +0.1% |
| YTD | +41.9% | +56.3% | -14.4% | +22.5% |
| 1Y | +44.2% | +63.3% | -19.1% | +22.8% |
| 3Y | +159.8% | +72.4% | +87.4% | +109.8% |
| 5Y | +177.1% | -9.6% | +186.7% | +169.8% |
| 10Y | +376.2% | +203.7% | +172.5% | +174.9% |
| All | +328.9% | +179.9% | +149.0% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling