+52.1%
USFD vs VCLT
-2.7%
+54.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +3.9% | +1.2% | +2.7% | +3.0% |
| 30D | +12.8% | +3.4% | +9.5% | +10.5% |
| 3M | +1.0% | -0.9% | +1.8% | +1.1% |
| 6M | +30.3% | -3.1% | +33.4% | +32.8% |
| YTD | +46.0% | -2.4% | +48.3% | +49.3% |
| All | +52.1% | -2.7% | +54.8% | +56.6% |
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