+475.0%
V vs USFD
+340.6%
+134.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.4% |
| 7D | +2.9% | +3.9% | -1.0% | +1.8% |
| 30D | +14.0% | +10.7% | +3.3% | +10.7% |
| 3M | +14.9% | +6.3% | +8.6% | +12.5% |
| 6M | +31.7% | +16.2% | +15.5% | +25.4% |
| YTD | +21.2% | +41.9% | -20.6% | +7.9% |
| 1Y | +25.3% | +44.2% | -18.9% | +10.8% |
| 3Y | +77.5% | +159.8% | -82.3% | +30.7% |
| 5Y | +102.6% | +177.1% | -74.5% | +43.3% |
| 10Y | +464.3% | +376.2% | +88.2% | +230.7% |
| All | +475.0% | +340.6% | +134.4% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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