+216.3%
USFD vs VCLT
-15.0%
+231.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.0% | -0.5% | -2.5% | -2.8% |
| 30D | +3.5% | -0.9% | +4.4% | +3.9% |
| 3M | +26.6% | -3.2% | +29.8% | +28.6% |
| 6M | +11.7% | -3.8% | +15.5% | +13.8% |
| YTD | +38.1% | -2.0% | +40.1% | +39.5% |
| 1Y | +33.4% | -0.8% | +34.2% | +33.9% |
| 3Y | +155.8% | +12.3% | +143.5% | +140.6% |
| All | +216.3% | -15.0% | +231.3% | +193.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling