+211.9%
USFD vs VSXY
+96.5%
+115.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +3.0% | +11.8% | -8.9% | +1.7% |
| 30D | +11.1% | +25.9% | -14.9% | +8.1% |
| 3M | -0.3% | +15.5% | -15.8% | -2.3% |
| 6M | +15.9% | +109.7% | -93.8% | +4.4% |
| YTD | +41.6% | +99.5% | -57.8% | +27.3% |
| 1Y | +49.4% | +197.5% | -148.1% | +26.7% |
| 3Y | +157.8% | +453.3% | -295.4% | +85.1% |
| 5Y | +176.6% | +110.3% | +66.4% | +133.4% |
| All | +211.9% | +96.5% | +115.4% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling