+31.7%
USFD vs VCLT
-2.4%
+34.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +20.4% |
| 6M | +14.3% | -2.9% | +17.2% | +17.0% |
| YTD | +36.9% | -2.1% | +38.9% | +39.7% |
| 1Y | +31.7% | -2.6% | +34.3% | +34.2% |
| All | +31.7% | -2.4% | +34.1% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling