+157.8%
USFD vs VO
+60.2%
+97.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +3.0% | -2.6% | +5.5% | +5.2% |
| 30D | +11.1% | -0.9% | +12.0% | +12.0% |
| 3M | -0.3% | -3.0% | +2.7% | +2.2% |
| 6M | +15.9% | +2.2% | +13.7% | +13.6% |
| YTD | +41.6% | +10.6% | +31.1% | +29.4% |
| 1Y | +49.4% | +12.5% | +36.9% | +34.3% |
| 3Y | +157.8% | +61.4% | +96.5% | +79.0% |
| All | +157.8% | +60.2% | +97.7% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling