+335.4%
USFD vs VTEB
+20.9%
+314.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.6% |
| 7D | +1.7% | -1.2% | +2.9% | +3.4% |
| 30D | +10.2% | +2.5% | +7.7% | +6.5% |
| 3M | -1.5% | -1.7% | +0.2% | +1.0% |
| 6M | +27.3% | -1.2% | +28.6% | +29.7% |
| YTD | +44.0% | -0.5% | +44.5% | +45.2% |
| 1Y | +50.4% | -0.1% | +50.4% | +50.8% |
| 3Y | +153.6% | +10.5% | +143.1% | +118.6% |
| 5Y | +219.0% | +2.6% | +216.4% | +207.7% |
| 10Y | +361.5% | +22.4% | +339.1% | +406.2% |
| All | +335.4% | +20.9% | +314.5% | +372.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling