+317.7%
USFD vs VYM
+218.9%
+98.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +3.5% | -0.5% | +4.1% | +4.2% |
| 3M | +26.6% | +3.0% | +23.5% | +21.5% |
| 6M | +11.7% | +8.2% | +3.5% | +0.5% |
| YTD | +38.1% | +15.8% | +22.3% | +13.5% |
| 1Y | +33.4% | +20.8% | +12.5% | +3.5% |
| 3Y | +155.8% | +65.3% | +90.6% | +29.4% |
| 5Y | +214.0% | +76.6% | +137.4% | +47.0% |
| 10Y | +320.4% | +203.9% | +116.5% | +22.6% |
| All | +317.7% | +218.9% | +98.7% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling