-46.1%
VFC vs USFD
+368.6%
-414.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.3% |
| 7D | +7.7% | +3.9% | +3.8% | +5.8% |
| 30D | +39.2% | +12.8% | +26.4% | +32.2% |
| 3M | +40.3% | +1.0% | +39.3% | +39.3% |
| 6M | +11.4% | +30.3% | -18.9% | -1.4% |
| YTD | +17.5% | +46.0% | -28.4% | -2.2% |
| 1Y | +45.9% | +49.6% | -3.8% | +20.0% |
| 3Y | +47.3% | +166.3% | -118.9% | -2.6% |
| 5Y | -67.2% | +208.4% | -275.6% | -79.8% |
| 10Y | -46.1% | +371.2% | -417.3% | -73.3% |
| All | -46.1% | +368.6% | -414.7% | -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