+329.7%
USFD vs VCLT
+15.5%
+314.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.3% | +0.3% | -3.7% | -3.5% |
| 30D | -5.3% | -0.6% | -4.8% | -5.0% |
| 3M | +18.8% | -2.2% | +21.0% | +20.5% |
| 6M | +14.3% | -2.9% | +17.2% | +16.3% |
| YTD | +36.9% | -2.1% | +38.9% | +38.6% |
| 1Y | +31.7% | -2.6% | +34.3% | +33.8% |
| 3Y | +164.5% | +12.5% | +152.0% | +141.8% |
| 5Y | +212.6% | -15.3% | +227.9% | +248.1% |
| 10Y | +329.7% | +16.6% | +313.1% | +338.2% |
| All | +329.7% | +15.5% | +314.2% | +338.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling