+398.2%
VUG vs USFD
+339.9%
+58.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.4% | +3.0% | -6.4% | -4.2% |
| 30D | -11.1% | +11.1% | -22.1% | -13.5% |
| 3M | -7.2% | -0.3% | -7.0% | -7.5% |
| 6M | -4.1% | +15.9% | -20.0% | -8.2% |
| YTD | +1.4% | +41.6% | -40.2% | -8.4% |
| 1Y | +1.9% | +49.4% | -47.5% | -9.3% |
| 3Y | +77.7% | +157.8% | -80.1% | +37.8% |
| 5Y | +57.6% | +176.6% | -119.0% | +18.2% |
| 10Y | +398.6% | +375.4% | +23.2% | +226.0% |
| All | +398.2% | +339.9% | +58.4% | +227.6% |
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 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