+328.2%
USFD vs VO
+202.7%
+125.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | 0.0% |
| 7D | +3.0% | -2.6% | +5.5% | +6.2% |
| 30D | +11.1% | -0.9% | +12.0% | +12.3% |
| 3M | -0.3% | -3.0% | +2.7% | +3.3% |
| 6M | +15.9% | +2.2% | +13.7% | +12.4% |
| YTD | +41.6% | +10.6% | +31.1% | +24.4% |
| 1Y | +49.4% | +12.5% | +36.9% | +28.4% |
| 3Y | +157.8% | +61.4% | +96.5% | +40.0% |
| 5Y | +176.6% | +33.4% | +143.2% | +91.8% |
| 10Y | +375.4% | +201.5% | +173.8% | +52.9% |
| All | +328.2% | +202.7% | +125.5% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling