+131.4%
VMC vs USFD
+375.5%
-244.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | +16.2% | +12.3% | +3.9% | +11.3% |
| 3M | -0.8% | -0.7% | -0.1% | -0.7% |
| 6M | +1.2% | +31.3% | -30.1% | -9.1% |
| YTD | +0.5% | +45.7% | -45.3% | -13.7% |
| 1Y | -2.9% | +52.1% | -55.0% | -18.1% |
| 3Y | +37.3% | +158.2% | -120.9% | -6.2% |
| 5Y | +48.8% | +213.8% | -165.0% | -7.8% |
| 10Y | +131.4% | +367.0% | -235.6% | -3.8% |
| All | +131.4% | +375.5% | -244.1% | -3.8% |
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