+354.1%
USFD vs VYM
+205.6%
+148.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +1.7% | +3.7% | -2.0% | -3.1% |
| 30D | +10.2% | +3.7% | +6.5% | +5.2% |
| 3M | -1.5% | -0.7% | -0.8% | -0.5% |
| 6M | +27.3% | +7.2% | +20.1% | +15.9% |
| YTD | +44.0% | +16.9% | +27.0% | +16.6% |
| 1Y | +50.4% | +19.6% | +30.7% | +18.0% |
| 3Y | +153.6% | +74.6% | +79.0% | +17.6% |
| 5Y | +219.0% | +72.3% | +146.6% | +52.4% |
| All | +354.1% | +205.6% | +148.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling