+367.0%
USFD vs VIG
+264.3%
+102.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.1% |
| 7D | -0.2% | -0.3% | +0.2% | +0.2% |
| 30D | +12.3% | +4.9% | +7.4% | +5.7% |
| 3M | -0.7% | +2.9% | -3.6% | -4.2% |
| 6M | +31.3% | +11.2% | +20.0% | +14.2% |
| YTD | +45.7% | +16.0% | +29.7% | +19.8% |
| 1Y | +52.1% | +17.0% | +35.2% | +23.6% |
| 3Y | +158.2% | +66.9% | +91.4% | +29.7% |
| 5Y | +213.8% | +65.8% | +147.9% | +60.7% |
| 10Y | +367.0% | +263.6% | +103.4% | -0.5% |
| All | +367.0% | +264.3% | +102.7% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling