-100.0%
VIVK vs USFD
+214.9%
-314.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.9% | +8.6% | +7.9% |
| 7D | +13.1% | -3.3% | +16.4% | +13.9% |
| 30D | -29.7% | -5.3% | -24.3% | -28.8% |
| 3M | -93.0% | +18.8% | -111.7% | -93.3% |
| 6M | -98.0% | +14.3% | -112.2% | -98.1% |
| YTD | -97.8% | +36.9% | -134.6% | -98.0% |
| 1Y | -100.0% | +31.7% | -131.7% | -100.0% |
| 3Y | -100.0% | +164.5% | -264.4% | -100.0% |
| 5Y | -100.0% | +212.6% | -312.6% | -100.0% |
| All | -100.0% | +214.9% | -314.9% | -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 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