+340.6%
USFD vs VTEB
+22.2%
+318.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.4% |
| 7D | -0.2% | +0.5% | -0.6% | -0.8% |
| 30D | +12.3% | +4.1% | +8.2% | +6.2% |
| 3M | -0.7% | -0.4% | -0.3% | 0.0% |
| 6M | +31.3% | -0.4% | +31.6% | +32.1% |
| YTD | +45.7% | +0.6% | +45.1% | +44.7% |
| 1Y | +52.1% | +0.8% | +51.4% | +50.8% |
| 3Y | +158.2% | +11.7% | +146.6% | +119.2% |
| 5Y | +213.8% | +3.8% | +210.0% | +197.8% |
| 10Y | +367.0% | +23.7% | +343.3% | +404.2% |
| All | +340.6% | +22.2% | +318.3% | +370.5% |
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