+156.6%
USFD vs VYM
+74.8%
+81.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.0% |
| 7D | -0.2% | -0.2% | 0.0% | 0.0% |
| 30D | +12.3% | +3.6% | +8.7% | +8.7% |
| 3M | -0.7% | -0.1% | -0.6% | -0.5% |
| 6M | +31.3% | +7.1% | +24.1% | +22.7% |
| YTD | +45.7% | +17.0% | +28.7% | +24.7% |
| 1Y | +52.1% | +19.0% | +33.2% | +27.9% |
| All | +156.6% | +74.8% | +81.8% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling