-100.0%
VIVK vs USFD
+204.0%
-304.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +3.1% | -26.6% | -24.1% |
| 7D | -44.2% | +3.9% | -48.1% | -44.9% |
| 30D | -90.0% | +12.8% | -102.9% | -90.4% |
| 3M | -98.0% | +1.0% | -99.0% | -98.0% |
| 6M | -99.9% | +30.3% | -130.2% | -99.9% |
| YTD | -99.9% | +46.0% | -145.9% | -99.9% |
| 1Y | -100.0% | +49.6% | -149.6% | -100.0% |
| 3Y | -100.0% | +166.3% | -266.3% | -100.0% |
| 5Y | -100.0% | +208.4% | -308.4% | -100.0% |
| All | -100.0% | +204.0% | -304.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling