+306.9%
USFD vs VT
+230.3%
+76.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -1.2% | -1.6% | +0.4% | +0.7% |
| 30D | +4.6% | -2.5% | +7.1% | +7.6% |
| 3M | +1.7% | -1.3% | +3.0% | +3.0% |
| 6M | +8.9% | +3.1% | +5.9% | +3.5% |
| YTD | +34.6% | +10.9% | +23.6% | +15.9% |
| 1Y | +37.5% | +12.1% | +25.5% | +16.8% |
| 3Y | +146.4% | +73.9% | +72.5% | +16.5% |
| 5Y | +176.7% | +58.0% | +118.7% | +50.3% |
| 10Y | +352.9% | +225.5% | +127.4% | +28.2% |
| All | +306.9% | +230.3% | +76.6% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling