+521.5%
VALE vs USFD
+306.5%
+215.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +0.7% |
| 7D | -1.8% | -7.0% | +5.2% | 0.0% |
| 30D | +6.7% | -10.3% | +16.9% | +9.7% |
| 3M | +4.9% | +9.2% | -4.3% | +2.0% |
| 6M | +3.6% | +7.4% | -3.8% | +0.9% |
| YTD | +21.9% | +29.4% | -7.5% | +12.4% |
| 1Y | +61.6% | +24.8% | +36.7% | +50.1% |
| 3Y | +52.1% | +150.0% | -97.9% | +15.0% |
| 5Y | +43.2% | +195.5% | -152.3% | +0.6% |
| 10Y | +521.5% | +315.7% | +205.8% | +267.9% |
| All | +521.5% | +306.5% | +215.0% | +267.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling