+24.2%
VMC vs USFD
+156.9%
-132.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -4.3% | -3.0% | -1.3% | -3.3% |
| 30D | -8.2% | +3.5% | -11.8% | -9.6% |
| 3M | -7.0% | +26.6% | -33.6% | -15.2% |
| 6M | -10.8% | +11.7% | -22.5% | -14.7% |
| YTD | -7.4% | +38.1% | -45.5% | -18.6% |
| 1Y | -9.5% | +33.4% | -42.9% | -19.4% |
| All | +24.2% | +156.9% | -132.7% | -17.6% |
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 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