+371.2%
USFD vs VIG
+267.0%
+104.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.6% | -0.1% |
| 7D | +3.9% | +0.4% | +3.5% | +3.5% |
| 30D | +12.8% | +4.3% | +8.6% | +7.1% |
| 3M | +1.0% | +2.0% | -1.1% | -1.5% |
| 6M | +30.3% | +10.2% | +20.1% | +14.8% |
| YTD | +46.0% | +14.8% | +31.2% | +21.6% |
| 1Y | +49.6% | +17.5% | +32.2% | +20.9% |
| 3Y | +166.3% | +67.4% | +98.9% | +33.1% |
| 5Y | +208.4% | +63.4% | +145.0% | +61.1% |
| 10Y | +371.2% | +259.9% | +111.4% | +3.6% |
| All | +371.2% | +267.0% | +104.2% | +3.6% |
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