+435.8%
VUG vs USFD
+329.0%
+106.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 6M | +14.6% | +11.7% | +2.9% | +10.9% |
| YTD | +9.0% | +38.1% | -29.1% | -0.6% |
| 1Y | +14.9% | +33.4% | -18.5% | +5.4% |
| 3Y | +86.0% | +155.8% | -69.8% | +44.7% |
| 5Y | +76.7% | +214.0% | -137.3% | +29.6% |
| 10Y | +411.3% | +320.4% | +90.9% | +240.5% |
| All | +435.8% | +329.0% | +106.7% | +255.3% |
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