+157.8%
USFD vs VIG
+62.5%
+95.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +3.0% | -1.8% | +4.7% | +5.0% |
| 30D | +11.1% | +2.7% | +8.4% | +8.4% |
| 3M | -0.3% | 0.0% | -0.3% | -0.1% |
| 6M | +15.9% | +6.8% | +9.1% | +8.8% |
| YTD | +41.6% | +12.1% | +29.6% | +26.2% |
| 1Y | +49.4% | +14.8% | +34.6% | +29.7% |
| 3Y | +157.8% | +62.4% | +95.4% | +58.5% |
| All | +157.8% | +62.5% | +95.3% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling