+177.1%
USFD vs VT
+53.2%
+123.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +1.3% |
| 7D | +3.9% | -4.2% | +8.1% | +8.4% |
| 30D | +10.7% | -5.8% | +16.5% | +17.4% |
| 3M | +6.3% | -5.2% | +11.6% | +12.1% |
| 6M | +16.2% | +0.1% | +16.1% | +14.7% |
| YTD | +41.9% | +8.2% | +33.6% | +27.9% |
| 1Y | +44.2% | +10.1% | +34.1% | +27.5% |
| 3Y | +159.8% | +69.7% | +90.1% | +35.0% |
| 5Y | +177.1% | +53.4% | +123.7% | +68.4% |
| All | +177.1% | +53.2% | +123.9% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling