+145.0%
USFD vs VT
+73.6%
+71.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -1.2% | -1.6% | +0.4% | -0.1% |
| 30D | +4.6% | -2.5% | +7.1% | +6.3% |
| 3M | +1.7% | -1.3% | +3.0% | +2.4% |
| 6M | +8.9% | +3.1% | +5.9% | +5.6% |
| YTD | +34.6% | +10.9% | +23.6% | +22.4% |
| 1Y | +37.5% | +12.1% | +25.5% | +23.9% |
| All | +145.0% | +73.6% | +71.4% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling