-100.0%
VIVK vs USFD
+359.1%
-459.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.2% | -9.4% |
| 7D | -38.6% | +1.3% | -40.0% | -38.8% |
| 30D | -87.7% | +10.6% | -98.3% | -88.0% |
| 3M | -98.9% | -2.4% | -96.4% | -98.9% |
| 6M | -100.0% | +28.9% | -128.9% | -100.0% |
| YTD | -100.0% | +43.7% | -143.7% | -100.0% |
| 1Y | -100.0% | +48.5% | -148.5% | -100.0% |
| 3Y | -100.0% | +154.7% | -254.7% | -100.0% |
| 5Y | -100.0% | +218.4% | -318.4% | -100.0% |
| All | -100.0% | +359.1% | -459.1% | -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 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