+55.9%
VFC vs USFD
+159.3%
-103.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +21.5% |
| 3M | +40.6% | -0.7% | +41.3% | +40.7% |
| 6M | +16.5% | +31.3% | -14.8% | -4.8% |
| YTD | +16.2% | +45.7% | -29.5% | -17.2% |
| 1Y | +42.4% | +52.1% | -9.7% | -3.1% |
| All | +55.9% | +159.3% | -103.4% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling