-100.0%
VIVK vs USFD
+306.5%
-406.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.5% | -0.9% | -5.4% |
| 7D | -7.9% | -7.0% | -0.9% | -6.7% |
| 30D | -42.0% | -10.3% | -31.7% | -40.9% |
| 3M | -92.5% | +9.2% | -101.7% | -92.6% |
| 6M | -98.0% | +7.4% | -105.4% | -98.0% |
| YTD | -97.9% | +29.4% | -127.3% | -98.0% |
| 1Y | -100.0% | +24.8% | -124.8% | -100.0% |
| 3Y | -100.0% | +150.0% | -250.0% | -100.0% |
| 5Y | -100.0% | +195.5% | -295.5% | -100.0% |
| 10Y | -100.0% | +315.7% | -415.7% | -100.0% |
| All | -100.0% | +306.5% | -406.5% | -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