+24.8%
USFD vs VICR
+263.7%
-238.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.6% | -5.3% |
| 7D | -7.0% | +1.3% | -8.3% | -7.0% |
| 30D | -10.3% | -11.9% | +1.7% | -10.0% |
| 3M | +9.2% | -35.1% | +44.3% | +10.2% |
| 6M | +7.4% | +8.1% | -0.7% | +4.3% |
| YTD | +29.4% | +67.8% | -38.4% | +23.8% |
| 1Y | +24.8% | +267.3% | -242.5% | +20.5% |
| All | +24.8% | +263.7% | -238.8% | +20.5% |
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