-69.0%
VFC vs USFD
+329.0%
-398.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | -1.6% | -3.0% | +1.4% | -0.4% |
| 30D | -11.6% | +3.5% | -15.2% | -13.1% |
| 3M | -18.1% | +26.6% | -44.7% | -26.4% |
| 6M | -27.4% | +11.7% | -39.1% | -31.3% |
| YTD | -24.8% | +38.1% | -63.0% | -35.8% |
| 1Y | -8.2% | +33.4% | -41.6% | -20.5% |
| 3Y | -29.1% | +155.8% | -184.9% | -52.1% |
| 5Y | -79.2% | +214.0% | -293.2% | -87.2% |
| 10Y | -68.1% | +320.4% | -388.5% | -83.2% |
| All | -69.0% | +329.0% | -398.0% | -83.4% |
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