+152.7%
VMC vs USFD
+322.5%
-169.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -0.5% | -3.3% | +2.8% | +0.7% |
| 30D | -9.1% | -5.3% | -3.8% | -7.3% |
| 3M | -4.1% | +18.8% | -22.9% | -10.4% |
| 6M | -5.5% | +14.3% | -19.8% | -10.6% |
| YTD | -8.9% | +36.9% | -45.8% | -19.8% |
| 1Y | -12.9% | +31.7% | -44.7% | -22.5% |
| 3Y | +22.1% | +164.5% | -142.3% | -17.3% |
| 5Y | +52.7% | +212.6% | -159.9% | -5.5% |
| 10Y | +152.7% | +329.7% | -177.0% | +16.6% |
| All | +152.7% | +322.5% | -169.8% | +16.6% |
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