+31.7%
USFD vs VIG
+14.9%
+16.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | -3.3% | -0.4% | -2.9% | -3.1% |
| 30D | -5.3% | -2.1% | -3.2% | -4.0% |
| 3M | +18.8% | +3.3% | +15.4% | +16.3% |
| 6M | +14.3% | +9.3% | +5.0% | +7.7% |
| YTD | +36.9% | +10.1% | +26.7% | +26.4% |
| 1Y | +31.7% | +14.7% | +17.0% | +16.3% |
| All | +31.7% | +14.9% | +16.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VIG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling