+212.6%
USFD vs VICR
+53.8%
+158.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.1% |
| 7D | -3.3% | +9.8% | -13.2% | -4.2% |
| 30D | -5.3% | -12.6% | +7.3% | -4.4% |
| 3M | +18.8% | -29.7% | +48.5% | +21.0% |
| 6M | +14.3% | +18.8% | -4.6% | +8.6% |
| YTD | +36.9% | +76.4% | -39.5% | +24.0% |
| 1Y | +31.7% | +282.4% | -250.6% | +8.7% |
| 3Y | +164.5% | +206.2% | -41.7% | +114.4% |
| 5Y | +212.6% | +53.9% | +158.7% | +139.3% |
| All | +212.6% | +53.8% | +158.8% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling