+62.5%
VUG vs USFD
+215.4%
-153.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +2.5% | +1.7% | +0.8% | +1.9% |
| 30D | -6.3% | +10.2% | -16.4% | -9.8% |
| 3M | -6.0% | -1.5% | -4.5% | -5.9% |
| 6M | -3.5% | +27.3% | -30.9% | -13.2% |
| YTD | +3.9% | +44.0% | -40.1% | -13.1% |
| 1Y | +5.1% | +50.4% | -45.2% | -14.0% |
| 3Y | +77.9% | +153.6% | -75.7% | +12.0% |
| All | +62.5% | +215.4% | -153.0% | -10.6% |
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