+340.6%
USFD vs VICR
+1,569.3%
-1,228.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.6% |
| 7D | -0.2% | +5.7% | -5.8% | -1.1% |
| 30D | +12.3% | -35.2% | +47.5% | +17.5% |
| 3M | -0.7% | -20.3% | +19.6% | -0.3% |
| 6M | +31.3% | -46.3% | +77.6% | +36.2% |
| YTD | +45.7% | +53.4% | -7.7% | +24.7% |
| 1Y | +52.1% | +81.6% | -29.4% | +26.5% |
| 3Y | +158.2% | +360.5% | -202.3% | +69.2% |
| 5Y | +213.8% | +4.4% | +209.3% | +151.3% |
| 10Y | +367.0% | +1,055.3% | -688.3% | +138.1% |
| All | +340.6% | +1,569.3% | -1,228.7% | +121.9% |
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