+103.4%
USFD vs VIK
+236.8%
-133.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.5% |
| 7D | -3.3% | +3.6% | -6.9% | -4.1% |
| 30D | -5.3% | -16.7% | +11.4% | -1.8% |
| 3M | +18.8% | -1.1% | +19.9% | +18.4% |
| 6M | +14.3% | +27.8% | -13.5% | +7.0% |
| YTD | +36.9% | +23.3% | +13.5% | +28.4% |
| 1Y | +31.7% | +38.2% | -6.5% | +19.5% |
| All | +103.4% | +236.8% | -133.4% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 5y: compounded portfolio wealth divided by compounded VIK 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…
5y analysis · Full analysis span regression · 6 months rolling