+33.4%
USFD vs VICR
+272.1%
-238.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.8% | -0.5% |
| 7D | -3.0% | +0.4% | -3.4% | -3.0% |
| 30D | +3.5% | -13.9% | +17.5% | +3.9% |
| 3M | +26.6% | -38.4% | +65.0% | +28.2% |
| 6M | +11.7% | -7.2% | +18.9% | +9.4% |
| YTD | +38.1% | +72.0% | -33.9% | +32.1% |
| 1Y | +33.4% | +263.3% | -229.9% | +28.7% |
| All | +33.4% | +272.1% | -238.7% | +28.7% |
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