-48.5%
VFC vs USFD
+375.5%
-424.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +30.7% | +12.3% | +18.4% | +24.3% |
| 3M | +40.6% | -0.7% | +41.3% | +40.7% |
| 6M | +16.5% | +31.3% | -14.8% | +2.7% |
| YTD | +16.2% | +45.7% | -29.5% | -3.2% |
| 1Y | +42.4% | +52.1% | -9.7% | +16.3% |
| 3Y | +48.1% | +158.2% | -110.2% | -0.9% |
| 5Y | -67.8% | +213.8% | -281.6% | -80.3% |
| 10Y | -48.5% | +367.0% | -415.5% | -74.5% |
| All | -48.5% | +375.5% | -424.0% | -74.5% |
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