+416.7%
VUG vs USFD
+352.6%
+64.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -7.0% | +12.3% | -19.3% | -9.7% |
| 3M | -3.7% | -0.7% | -3.0% | -3.8% |
| 6M | -1.6% | +31.3% | -32.9% | -8.6% |
| YTD | +5.1% | +45.7% | -40.6% | -5.6% |
| 1Y | +3.8% | +52.1% | -48.4% | -8.0% |
| 3Y | +79.9% | +158.2% | -78.4% | +39.4% |
| 5Y | +66.4% | +213.8% | -147.4% | +21.7% |
| 10Y | +405.3% | +367.0% | +38.3% | +230.8% |
| All | +416.7% | +352.6% | +64.2% | +237.4% |
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