+328.2%
USFD vs VIG
+263.0%
+65.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | +3.0% | -1.8% | +4.7% | +5.5% |
| 30D | +11.1% | +2.7% | +8.4% | +7.5% |
| 3M | -0.3% | 0.0% | -0.3% | -0.1% |
| 6M | +15.9% | +6.8% | +9.1% | +6.6% |
| YTD | +41.6% | +12.1% | +29.6% | +22.0% |
| 1Y | +49.4% | +14.8% | +34.6% | +24.6% |
| 3Y | +157.8% | +62.4% | +95.4% | +35.4% |
| 5Y | +176.6% | +59.6% | +117.1% | +50.4% |
| 10Y | +375.4% | +261.5% | +113.9% | +23.8% |
| All | +328.2% | +263.0% | +65.2% | +13.2% |
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