-100.0%
VIVK vs USFD
+49.6%
-149.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +8.5% | -35.9% | -29.1% |
| 7D | -68.7% | +7.8% | -76.5% | -69.5% |
| 30D | -90.0% | +16.2% | -106.2% | -90.6% |
| 3M | -98.1% | +11.0% | -109.0% | -98.2% |
| 6M | -99.9% | +20.7% | -120.6% | -99.9% |
| YTD | -99.9% | +46.0% | -145.9% | -100.0% |
| 1Y | -100.0% | +49.8% | -149.8% | -100.0% |
| All | -100.0% | +49.6% | -149.6% | -100.0% |
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