+315.7%
USFD vs VICR
+1,508.7%
-1,192.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.6% | -4.8% |
| 7D | -7.0% | +1.3% | -8.3% | -7.2% |
| 30D | -10.3% | -11.9% | +1.7% | -9.0% |
| 3M | +9.2% | -35.1% | +44.3% | +13.8% |
| 6M | +7.4% | +8.1% | -0.7% | +0.7% |
| YTD | +29.4% | +67.8% | -38.4% | +11.9% |
| 1Y | +24.8% | +267.3% | -242.5% | -6.8% |
| 3Y | +150.0% | +191.2% | -41.2% | +81.3% |
| 5Y | +195.5% | +48.1% | +147.4% | +123.6% |
| 10Y | +315.7% | +1,546.1% | -1,230.4% | +107.9% |
| All | +315.7% | +1,508.7% | -1,192.9% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling