+180.9%
USFD vs VSXY
+33.4%
+147.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | -8.0% | -0.3% | -7.7% | -8.0% |
| 30D | -13.1% | -22.1% | +9.0% | -10.8% |
| 3M | +6.5% | -1.1% | +7.7% | +6.2% |
| 6M | +5.7% | +53.8% | -48.1% | -1.5% |
| YTD | +27.5% | +35.5% | -7.9% | +20.0% |
| 1Y | +23.4% | +186.0% | -162.6% | +4.0% |
| 3Y | +146.4% | +343.2% | -196.7% | +78.2% |
| 5Y | +196.8% | +19.0% | +177.8% | +160.2% |
| All | +180.9% | +33.4% | +147.4% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSXY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling