+166.3%
USFD vs VICR
+325.1%
-158.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.3% | -8.3% | +2.5% |
| 7D | +3.9% | -6.5% | +10.5% | +4.1% |
| 30D | +12.8% | -38.5% | +51.4% | +15.3% |
| 3M | +1.0% | -26.1% | +27.1% | +1.5% |
| 6M | +30.3% | -36.2% | +66.5% | +30.2% |
| YTD | +46.0% | +49.2% | -3.2% | +34.0% |
| 1Y | +49.6% | +87.0% | -37.4% | +34.6% |
| 3Y | +166.3% | +350.4% | -184.2% | +111.4% |
| All | +166.3% | +325.1% | -158.9% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling