+321.0%
USFD vs VO
+194.3%
+126.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.1% |
| 7D | -3.0% | -0.3% | -2.7% | -2.7% |
| 30D | +3.5% | -0.3% | +3.9% | +3.8% |
| 3M | +26.6% | +2.9% | +23.6% | +21.7% |
| 6M | +11.7% | +9.3% | +2.4% | -0.3% |
| YTD | +38.1% | +14.2% | +23.9% | +16.4% |
| 1Y | +33.4% | +15.3% | +18.1% | +10.9% |
| 3Y | +155.8% | +56.2% | +99.6% | +43.5% |
| 5Y | +214.0% | +42.4% | +171.6% | +98.8% |
| All | +321.0% | +194.3% | +126.8% | +21.8% |
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