-48.6%
VFC vs USFD
+359.9%
-408.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | +1.6% | +1.7% | 0.0% | +0.9% |
| 30D | +25.5% | +10.2% | +15.3% | +20.4% |
| 3M | +41.3% | -1.5% | +42.8% | +41.9% |
| 6M | +22.2% | +27.3% | -5.1% | +9.2% |
| YTD | +16.4% | +44.0% | -27.6% | -2.5% |
| 1Y | +38.4% | +50.4% | -11.9% | +13.6% |
| 3Y | +56.2% | +153.6% | -97.3% | +5.4% |
| 5Y | -68.2% | +219.0% | -287.1% | -80.6% |
| All | -48.6% | +359.9% | -408.5% | -74.2% |
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