+212.6%
USFD vs VSXY
+21.5%
+191.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.4% |
| 7D | -3.3% | -6.8% | +3.4% | -2.7% |
| 30D | -5.3% | -20.4% | +15.0% | -2.9% |
| 3M | +18.8% | +2.9% | +15.9% | +17.8% |
| 6M | +14.3% | +67.9% | -53.6% | +4.5% |
| YTD | +36.9% | +44.9% | -8.0% | +27.0% |
| 1Y | +31.7% | +205.9% | -174.2% | +8.1% |
| 3Y | +164.5% | +373.9% | -209.4% | +80.7% |
| 5Y | +212.6% | +23.5% | +189.1% | +191.2% |
| All | +212.6% | +21.5% | +191.1% | +191.2% |
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