+317.7%
USFD vs VEU
+167.3%
+150.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.9% |
| 7D | -3.0% | +1.1% | -4.2% | -4.3% |
| 30D | +3.5% | +2.2% | +1.4% | +1.0% |
| 3M | +26.6% | +3.0% | +23.6% | +21.1% |
| 6M | +11.7% | +10.9% | +0.8% | -2.8% |
| YTD | +38.1% | +18.2% | +19.9% | +11.0% |
| 1Y | +33.4% | +28.3% | +5.1% | -3.2% |
| 3Y | +155.8% | +74.6% | +81.2% | +24.4% |
| 5Y | +214.0% | +56.4% | +157.7% | +77.3% |
| 10Y | +320.4% | +153.0% | +167.4% | +51.6% |
| All | +317.7% | +167.3% | +150.3% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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