+222.8%
USFD vs VTEB
+3.6%
+219.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -0.2% | +0.5% | -0.6% | -0.6% |
| 30D | +12.3% | +4.1% | +8.2% | +8.2% |
| 3M | -0.7% | -0.4% | -0.3% | -0.2% |
| 6M | +31.3% | -0.4% | +31.6% | +31.9% |
| YTD | +45.7% | +0.6% | +45.1% | +45.4% |
| 1Y | +52.1% | +0.8% | +51.4% | +51.7% |
| 3Y | +158.2% | +11.7% | +146.6% | +131.7% |
| All | +222.8% | +3.6% | +219.2% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling