+371.2%
USFD vs VCLT
+20.2%
+351.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +3.9% | +1.2% | +2.7% | +3.1% |
| 30D | +12.8% | +3.4% | +9.5% | +10.5% |
| 3M | +1.0% | -0.9% | +1.8% | +1.6% |
| 6M | +30.3% | -3.1% | +33.4% | +33.0% |
| YTD | +46.0% | -2.4% | +48.3% | +48.2% |
| 1Y | +49.6% | -2.7% | +52.3% | +52.3% |
| 3Y | +166.3% | +16.9% | +149.4% | +137.3% |
| 5Y | +208.4% | -17.0% | +225.4% | +250.1% |
| 10Y | +371.2% | +22.1% | +349.1% | +387.9% |
| All | +371.2% | +20.2% | +351.0% | +387.9% |
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