+222.3%
VALE vs USFD
+368.6%
-146.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.5% |
| 7D | +5.6% | +3.9% | +1.6% | +4.5% |
| 30D | -12.1% | +12.8% | -25.0% | -15.0% |
| 3M | -16.3% | +1.0% | -17.3% | -16.8% |
| 6M | -26.0% | +30.3% | -56.2% | -31.5% |
| YTD | -5.5% | +46.0% | -51.5% | -15.7% |
| 1Y | +6.7% | +49.6% | -42.9% | -5.6% |
| 3Y | +10.2% | +166.3% | -156.1% | -17.9% |
| 5Y | +49.7% | +208.4% | -158.7% | +4.7% |
| 10Y | +222.3% | +371.2% | -149.0% | +103.7% |
| All | +222.3% | +368.6% | -146.4% | +103.7% |
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