+362.2%
USFD vs VT
+215.5%
+146.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.5% |
| 7D | +3.0% | -2.3% | +5.3% | +6.0% |
| 30D | +11.1% | -5.0% | +16.0% | +18.1% |
| 3M | -0.3% | -4.9% | +4.6% | +5.8% |
| 6M | +15.9% | -1.5% | +17.4% | +16.6% |
| YTD | +41.6% | +8.5% | +33.1% | +24.8% |
| 1Y | +49.4% | +11.4% | +38.0% | +27.2% |
| 3Y | +157.8% | +70.1% | +87.8% | +22.4% |
| 5Y | +176.6% | +53.7% | +122.9% | +52.7% |
| All | +362.2% | +215.5% | +146.6% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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