-100.0%
VIVK vs USFD
+353.0%
-453.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | -0.1% | -22.7% | -22.7% |
| 7D | -56.0% | +8.4% | -64.3% | -56.7% |
| 30D | -92.3% | +12.7% | -105.0% | -92.5% |
| 3M | -98.6% | +1.1% | -99.8% | -98.6% |
| 6M | -99.9% | +30.2% | -130.1% | -99.9% |
| YTD | -100.0% | +45.8% | -145.8% | -100.0% |
| 1Y | -100.0% | +51.9% | -151.9% | -100.0% |
| 3Y | -100.0% | +158.5% | -258.5% | -100.0% |
| 5Y | -100.0% | +208.0% | -308.0% | -100.0% |
| 10Y | -100.0% | +376.6% | -476.6% | -100.0% |
| All | -100.0% | +353.0% | -453.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling