+46.0%
VFC vs USFD
+49.7%
-3.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.0% |
| 7D | +7.7% | +3.9% | +3.8% | +6.8% |
| 30D | +39.2% | +12.8% | +26.4% | +36.3% |
| 3M | +40.3% | +1.0% | +39.3% | +39.1% |
| 6M | +11.4% | +30.3% | -18.9% | +5.7% |
| YTD | +17.5% | +46.0% | -28.4% | +7.6% |
| All | +46.0% | +49.7% | -3.8% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling