+184.9%
USFD vs VSXY
+37.7%
+147.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -5.1% |
| 7D | -7.0% | -10.7% | +3.7% | -5.9% |
| 30D | -10.3% | -24.3% | +14.0% | -7.6% |
| 3M | +9.2% | +1.0% | +8.2% | +8.6% |
| 6M | +7.4% | +57.4% | -50.0% | -0.2% |
| YTD | +29.4% | +39.8% | -10.4% | +21.3% |
| 1Y | +24.8% | +196.5% | -171.6% | +4.8% |
| 3Y | +150.0% | +357.2% | -207.2% | +80.1% |
| 5Y | +195.5% | +18.9% | +176.6% | +158.0% |
| All | +184.9% | +37.7% | +147.3% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling