+50.0%
VG vs USFD
+46.1%
+3.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | 0.0% |
| 7D | -22.0% | +3.0% | -25.0% | -20.7% |
| 30D | -11.6% | +11.1% | -22.7% | -8.0% |
| 3M | -14.9% | -0.3% | -14.6% | -13.9% |
| 6M | -3.5% | +15.9% | -19.4% | +3.1% |
| YTD | +70.0% | +41.6% | +28.4% | +81.1% |
| 1Y | +50.0% | +49.4% | +0.6% | +58.7% |
| All | +50.0% | +46.1% | +3.9% | +58.7% |
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