+340.6%
USFD vs VEU
+153.3%
+187.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.1% |
| 7D | -0.2% | -0.5% | +0.4% | +0.4% |
| 30D | +12.3% | -1.0% | +13.3% | +13.6% |
| 3M | -0.7% | -3.6% | +2.9% | +3.2% |
| 6M | +31.3% | -1.2% | +32.4% | +30.9% |
| YTD | +45.7% | +12.0% | +33.7% | +24.2% |
| 1Y | +52.1% | +13.9% | +38.3% | +27.0% |
| 3Y | +158.2% | +71.3% | +87.0% | +27.5% |
| 5Y | +213.8% | +50.3% | +163.5% | +84.6% |
| 10Y | +367.0% | +150.3% | +216.7% | +77.3% |
| All | +340.6% | +153.3% | +187.3% | +67.4% |
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