+317.7%
USFD vs VIG
+259.6%
+58.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | -3.0% | -0.4% | -2.6% | -2.5% |
| 30D | +3.5% | -1.0% | +4.5% | +4.8% |
| 3M | +26.6% | +2.8% | +23.8% | +22.0% |
| 6M | +11.7% | +8.2% | +3.5% | +0.7% |
| YTD | +38.1% | +11.0% | +27.1% | +20.1% |
| 1Y | +33.4% | +16.1% | +17.2% | +9.3% |
| 3Y | +155.8% | +56.2% | +99.7% | +41.2% |
| 5Y | +214.0% | +63.0% | +151.1% | +65.5% |
| 10Y | +320.4% | +241.4% | +78.9% | +12.2% |
| All | +317.7% | +259.6% | +58.1% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling