+317.7%
USFD vs VICR
+1,772.4%
-1,454.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.8% | -1.1% |
| 7D | -3.0% | +0.4% | -3.4% | -3.2% |
| 30D | +3.5% | -13.9% | +17.5% | +5.3% |
| 3M | +26.6% | -38.4% | +65.0% | +32.7% |
| 6M | +11.7% | -7.2% | +18.9% | +7.2% |
| YTD | +38.1% | +72.0% | -33.9% | +19.1% |
| 1Y | +33.4% | +263.3% | -229.9% | 0.0% |
| 3Y | +155.8% | +173.3% | -17.4% | +88.5% |
| 5Y | +214.0% | +47.3% | +166.7% | +138.8% |
| 10Y | +320.4% | +1,495.2% | -1,174.8% | +113.0% |
| All | +317.7% | +1,772.4% | -1,454.7% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling