-100.0%
VIVK vs USFD
+24.9%
-124.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.5% | -0.9% | -3.7% |
| 7D | -7.9% | -7.0% | -0.9% | -4.5% |
| 30D | -42.0% | -10.3% | -31.7% | -38.8% |
| 3M | -92.5% | +9.2% | -101.7% | -92.9% |
| 6M | -98.0% | +7.4% | -105.4% | -98.2% |
| YTD | -97.9% | +29.4% | -127.3% | -98.6% |
| 1Y | -100.0% | +24.8% | -124.8% | -100.0% |
| All | -100.0% | +24.9% | -124.9% | -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