+420.3%
VIAV vs USFD
+306.5%
+113.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +2.8% |
| 7D | +13.6% | -7.0% | +20.6% | +16.0% |
| 30D | +5.3% | -10.3% | +15.6% | +8.8% |
| 3M | -15.6% | +9.2% | -24.8% | -18.5% |
| 6M | +34.0% | +7.4% | +26.6% | +29.9% |
| YTD | +119.9% | +29.4% | +90.5% | +100.2% |
| 1Y | +235.2% | +24.8% | +210.3% | +208.1% |
| 3Y | +299.8% | +150.0% | +149.8% | +193.8% |
| 5Y | +140.1% | +195.5% | -55.4% | +64.0% |
| 10Y | +420.3% | +315.7% | +104.6% | +170.9% |
| All | +420.3% | +306.5% | +113.8% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling