-11.5%
VRSK vs USFD
+189.4%
-200.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -7.7% | -8.0% | +0.3% | -6.1% |
| 30D | -2.8% | -13.1% | +10.3% | +0.1% |
| 3M | -3.7% | +6.5% | -10.2% | -5.1% |
| 6M | -12.8% | +5.7% | -18.5% | -14.2% |
| YTD | -21.0% | +27.5% | -48.5% | -26.1% |
| 1Y | -32.5% | +23.4% | -55.9% | -36.4% |
| 3Y | -26.5% | +146.4% | -173.0% | -43.1% |
| 5Y | -11.5% | +196.8% | -208.3% | -36.5% |
| All | -11.5% | +189.4% | -200.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling