+204.2%
USFD vs VSXY
+37.4%
+166.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -3.0% | -14.0% | +11.0% | -1.5% |
| 30D | +3.5% | -15.9% | +19.4% | +5.3% |
| 3M | +26.6% | +3.4% | +23.2% | +25.5% |
| 6M | +11.7% | +25.9% | -14.2% | +6.6% |
| YTD | +38.1% | +39.5% | -1.4% | +29.5% |
| 1Y | +33.4% | +194.4% | -161.0% | +12.0% |
| 3Y | +155.8% | +281.4% | -125.6% | +91.0% |
| 5Y | +214.0% | +12.8% | +201.3% | +173.8% |
| All | +204.2% | +37.4% | +166.8% | +170.8% |
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