+195.5%
USFD vs VYM
+76.9%
+118.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.9% |
| 7D | -7.0% | -1.0% | -6.0% | -5.9% |
| 30D | -10.3% | -2.0% | -8.3% | -8.1% |
| 3M | +9.2% | +3.1% | +6.1% | +5.3% |
| 6M | +7.4% | +8.9% | -1.5% | -3.2% |
| YTD | +29.4% | +14.7% | +14.7% | +9.1% |
| 1Y | +24.8% | +19.4% | +5.4% | +0.1% |
| 3Y | +150.0% | +65.4% | +84.6% | +29.6% |
| 5Y | +195.5% | +77.6% | +117.9% | +39.0% |
| All | +195.5% | +76.9% | +118.5% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling