-53.5%
VFC vs USFD
+346.4%
-399.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.4% |
| 7D | -1.4% | +1.3% | -2.7% | -1.9% |
| 30D | +24.6% | +10.6% | +14.1% | +19.4% |
| 3M | +38.4% | -2.4% | +40.9% | +39.6% |
| 6M | +15.3% | +28.9% | -13.6% | +2.5% |
| YTD | +12.7% | +43.7% | -31.0% | -5.4% |
| 1Y | +32.7% | +48.5% | -15.8% | +9.6% |
| 3Y | +43.7% | +154.7% | -111.0% | -2.9% |
| 5Y | -69.2% | +218.4% | -287.5% | -81.1% |
| 10Y | -50.0% | +360.6% | -410.6% | -74.2% |
| All | -53.5% | +346.4% | -399.9% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling