+414.2%
VIAV vs USFD
+329.0%
+85.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | -4.6% | -3.0% | -1.6% | -3.7% |
| 30D | -10.4% | +3.5% | -13.9% | -11.3% |
| 3M | -34.5% | +26.6% | -61.1% | -39.6% |
| 6M | +7.0% | +11.7% | -4.7% | +2.7% |
| YTD | +95.6% | +38.1% | +57.5% | +74.9% |
| 1Y | +197.2% | +33.4% | +163.8% | +168.2% |
| 3Y | +232.0% | +155.8% | +76.2% | +142.8% |
| 5Y | +102.2% | +214.0% | -111.8% | +36.0% |
| 10Y | +344.6% | +320.4% | +24.3% | +136.4% |
| All | +414.2% | +329.0% | +85.1% | +174.8% |
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