+192.6%
USFD vs VSXY
+110.3%
+82.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +3.0% | +11.8% | -8.9% | +1.6% |
| 30D | +11.1% | +25.9% | -14.9% | +7.9% |
| 3M | -0.3% | +15.5% | -15.8% | -2.4% |
| 6M | +15.9% | +109.7% | -93.8% | +3.5% |
| YTD | +41.6% | +99.5% | -57.8% | +26.2% |
| 1Y | +49.4% | +197.5% | -148.1% | +24.8% |
| 3Y | +157.8% | +453.3% | -295.4% | +77.3% |
| All | +192.6% | +110.3% | +82.3% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling