+157.8%
USFD vs VSXY
+450.7%
-292.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | +3.0% | +11.8% | -8.9% | +2.2% |
| 30D | +11.1% | +25.9% | -14.9% | +9.4% |
| 3M | -0.3% | +15.5% | -15.8% | -1.4% |
| 6M | +15.9% | +109.7% | -93.8% | +9.5% |
| YTD | +41.6% | +99.5% | -57.8% | +33.7% |
| 1Y | +49.4% | +197.5% | -148.1% | +36.4% |
| 3Y | +157.8% | +453.3% | -295.4% | +116.7% |
| All | +157.8% | +450.7% | -292.9% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling