+49.8%
USFD vs VICR
+76.0%
-26.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -11.1% | +19.6% | +8.6% |
| 7D | +7.8% | -26.6% | +34.4% | +8.5% |
| 30D | +16.2% | -47.9% | +64.1% | +18.0% |
| 3M | +11.0% | -29.8% | +40.8% | +11.3% |
| 6M | +20.7% | -36.6% | +57.4% | +19.4% |
| YTD | +46.0% | +45.1% | +0.8% | +28.2% |
| 1Y | +49.8% | +80.0% | -30.2% | +25.0% |
| All | +49.8% | +76.0% | -26.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling