+328.2%
USFD vs RVTY
+187.9%
+140.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.9% |
| 7D | +3.0% | -1.2% | +4.2% | +3.0% |
| 30D | +11.1% | +1.0% | +10.0% | +10.3% |
| 3M | -0.3% | +35.8% | -36.1% | -8.9% |
| 6M | +15.9% | +56.7% | -40.8% | +1.2% |
| YTD | +41.6% | +60.7% | -19.1% | +21.4% |
| 1Y | +49.4% | +73.7% | -24.3% | +25.0% |
| 3Y | +157.8% | +82.8% | +75.1% | +104.7% |
| 5Y | +176.6% | -7.0% | +183.7% | +167.4% |
| 10Y | +375.4% | +212.3% | +163.1% | +172.5% |
| All | +328.2% | +187.9% | +140.4% | +144.8% |
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