+124.0%
VRSK vs USFD
+307.1%
-183.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -5.2% | -8.4% | +3.2% | -3.7% |
| 30D | -2.3% | -14.1% | +11.7% | +0.4% |
| 3M | -2.9% | +4.5% | -7.4% | -3.8% |
| 6M | -12.8% | +4.4% | -17.2% | -13.8% |
| YTD | -20.8% | +26.6% | -47.4% | -24.8% |
| 1Y | -33.2% | +19.4% | -52.6% | -35.9% |
| 3Y | -26.6% | +144.6% | -171.2% | -39.0% |
| 5Y | -11.3% | +194.5% | -205.9% | -29.8% |
| All | +124.0% | +307.1% | -183.1% | +62.5% |
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