+317.7%
USFD vs VCLT
+24.4%
+293.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.0% | -0.5% | -2.5% | -2.7% |
| 30D | +3.5% | -0.9% | +4.4% | +4.1% |
| 3M | +26.6% | -3.2% | +29.8% | +29.2% |
| 6M | +11.7% | -3.8% | +15.5% | +14.4% |
| YTD | +38.1% | -2.0% | +40.1% | +39.8% |
| 1Y | +33.4% | -0.8% | +34.2% | +33.9% |
| 3Y | +155.8% | +12.3% | +143.5% | +134.5% |
| 5Y | +214.0% | -15.4% | +229.4% | +249.3% |
| 10Y | +320.4% | +15.7% | +304.6% | +324.7% |
| All | +317.7% | +24.4% | +293.2% | +310.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling