+214.6%
VALE vs USFD
+365.4%
-150.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -14.3% | +12.3% | -26.7% | -17.1% |
| 3M | -16.8% | -0.7% | -16.1% | -16.9% |
| 6M | -30.2% | +31.3% | -61.5% | -35.6% |
| YTD | -8.6% | +45.7% | -54.3% | -18.4% |
| 1Y | +1.6% | +52.1% | -50.5% | -10.5% |
| 3Y | +4.1% | +158.2% | -154.1% | -21.8% |
| 5Y | +38.7% | +213.8% | -175.1% | -3.6% |
| All | +214.6% | +365.4% | -150.8% | +93.7% |
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