+105.3%
USFD vs VIK
+228.1%
-122.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -3.0% | -3.0% | 0.0% | -2.4% |
| 30D | +3.5% | -20.7% | +24.3% | +8.5% |
| 3M | +26.6% | -4.6% | +31.2% | +27.2% |
| 6M | +11.7% | +14.0% | -2.3% | +7.3% |
| YTD | +38.1% | +20.2% | +18.0% | +30.3% |
| 1Y | +33.4% | +36.0% | -2.6% | +21.4% |
| All | +105.3% | +228.1% | -122.9% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling