+371.2%
USFD vs VO
+206.8%
+164.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.3% | -0.2% |
| 7D | +3.9% | -0.1% | +4.0% | +4.1% |
| 30D | +12.8% | +0.5% | +12.3% | +12.2% |
| 3M | +1.0% | -1.0% | +2.0% | +2.2% |
| 6M | +30.3% | +6.4% | +23.8% | +20.2% |
| YTD | +46.0% | +13.6% | +32.4% | +23.8% |
| 1Y | +49.6% | +14.5% | +35.1% | +25.5% |
| 3Y | +166.3% | +67.2% | +99.0% | +36.6% |
| 5Y | +208.4% | +36.1% | +172.3% | +107.5% |
| 10Y | +371.2% | +199.3% | +171.9% | +31.0% |
| All | +371.2% | +206.8% | +164.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling