+39.6%
VMC vs USFD
+159.2%
-119.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.5% | +3.0% | -2.4% | -0.6% |
| 30D | +15.8% | +11.1% | +4.8% | +11.4% |
| 3M | +0.6% | -0.3% | +0.9% | +0.5% |
| 6M | -4.0% | +15.9% | -19.9% | -9.6% |
| YTD | -0.3% | +41.6% | -41.9% | -13.4% |
| 1Y | -0.5% | +49.4% | -49.9% | -15.7% |
| 3Y | +39.6% | +157.8% | -118.3% | -8.3% |
| All | +39.6% | +159.2% | -119.7% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling