+86.0%
VUG vs USFD
+156.9%
-70.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.1% | -3.0% | +2.9% | +0.6% |
| 30D | -0.3% | +3.5% | -3.8% | -1.3% |
| 3M | -0.7% | +26.6% | -27.3% | -7.2% |
| 6M | +14.6% | +11.7% | +2.9% | +10.8% |
| YTD | +9.0% | +38.1% | -29.1% | -3.4% |
| 1Y | +14.9% | +33.4% | -18.5% | +3.0% |
| All | +86.0% | +156.9% | -70.9% | +34.5% |
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