+150.0%
USFD vs VTEB
+9.0%
+141.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.0% |
| 7D | -7.0% | -0.7% | -6.3% | -6.5% |
| 30D | -10.3% | -2.1% | -8.2% | -8.8% |
| 3M | +9.2% | -2.7% | +11.9% | +11.5% |
| 6M | +7.4% | -2.1% | +9.5% | +9.3% |
| YTD | +29.4% | -1.1% | +30.5% | +31.0% |
| 1Y | +24.8% | +1.3% | +23.5% | +24.7% |
| All | +150.0% | +9.0% | +141.0% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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