-47.2%
VFC vs USFD
+369.7%
-416.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +11.2% | +3.0% | +8.2% | +9.7% |
| 30D | +41.5% | +11.1% | +30.5% | +35.3% |
| 3M | +38.9% | -0.3% | +39.2% | +38.7% |
| 6M | +6.1% | +15.9% | -9.7% | -1.4% |
| YTD | +14.5% | +41.6% | -27.1% | -3.4% |
| 1Y | +46.0% | +49.4% | -3.4% | +20.1% |
| 3Y | +36.4% | +157.8% | -121.5% | -8.6% |
| 5Y | -67.5% | +176.6% | -244.2% | -79.2% |
| All | -47.2% | +369.7% | -416.9% | -73.3% |
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