-25.8%
VRSK vs USFD
+149.2%
-175.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.9% | +2.2% |
| 7D | -5.4% | -7.0% | +1.6% | -4.5% |
| 30D | -1.8% | -10.3% | +8.5% | -0.3% |
| 3M | -2.2% | +9.2% | -11.4% | -3.3% |
| 6M | -14.9% | +7.4% | -22.3% | -15.8% |
| YTD | -20.0% | +29.4% | -49.4% | -23.8% |
| 1Y | -33.1% | +24.8% | -58.0% | -35.8% |
| All | -25.8% | +149.2% | -175.0% | -36.5% |
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 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