-51.4%
VG vs USFD
+55.7%
-107.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.8% |
| 7D | -22.0% | +3.9% | -25.9% | -22.3% |
| 30D | -14.7% | +10.7% | -25.4% | -16.2% |
| 3M | -7.1% | +6.3% | -13.4% | -8.3% |
| 6M | -11.2% | +16.2% | -27.4% | -14.4% |
| YTD | +69.8% | +41.9% | +28.0% | +36.3% |
| 1Y | +49.9% | +44.2% | +5.7% | +18.0% |
| All | -51.4% | +55.7% | -107.1% | -64.3% |
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