+147.4%
VRSK vs USFD
+329.0%
-181.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -3.1% | -3.0% | -0.1% | -2.6% |
| 30D | -1.6% | +3.5% | -5.1% | -2.2% |
| 3M | +3.5% | +26.6% | -23.1% | -0.9% |
| 6M | -13.4% | +11.7% | -25.1% | -15.4% |
| YTD | -16.5% | +38.1% | -54.6% | -21.9% |
| 1Y | -30.6% | +33.4% | -64.0% | -34.7% |
| 3Y | -21.9% | +155.8% | -177.7% | -35.5% |
| 5Y | -6.3% | +214.0% | -220.3% | -26.6% |
| 10Y | +133.1% | +320.4% | -187.3% | +70.2% |
| All | +147.4% | +329.0% | -181.6% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling