+386.7%
VIAV vs USFD
+352.6%
+34.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.4% |
| 7D | +12.3% | -0.2% | +12.5% | +12.5% |
| 30D | -21.0% | +12.3% | -33.3% | -24.0% |
| 3M | -14.1% | -0.7% | -13.4% | -14.3% |
| 6M | -39.9% | +31.3% | -71.2% | -45.5% |
| YTD | +85.2% | +45.7% | +39.5% | +62.0% |
| 1Y | +84.3% | +52.1% | +32.1% | +59.1% |
| 3Y | +320.9% | +158.2% | +162.7% | +205.6% |
| 5Y | +117.5% | +213.8% | -96.2% | +45.9% |
| 10Y | +323.1% | +367.0% | -43.9% | +118.7% |
| All | +386.7% | +352.6% | +34.1% | +154.6% |
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