+192.6%
USFD vs VO
+32.6%
+159.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | 0.0% |
| 7D | +3.0% | -2.6% | +5.5% | +5.7% |
| 30D | +11.1% | -0.9% | +12.0% | +12.2% |
| 3M | -0.3% | -3.0% | +2.7% | +2.8% |
| 6M | +15.9% | +2.2% | +13.7% | +13.0% |
| YTD | +41.6% | +10.6% | +31.1% | +26.9% |
| 1Y | +49.4% | +12.5% | +36.9% | +31.3% |
| 3Y | +157.8% | +61.4% | +96.5% | +51.8% |
| All | +192.6% | +32.6% | +159.9% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling