+317.7%
USFD vs VTEB
+20.8%
+296.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.0% | -0.8% | -2.2% | -2.0% |
| 30D | +3.5% | -1.3% | +4.9% | +5.5% |
| 3M | +26.6% | -2.1% | +28.7% | +30.5% |
| 6M | +11.7% | -1.7% | +13.4% | +14.5% |
| YTD | +38.1% | -0.6% | +38.7% | +39.4% |
| 1Y | +33.4% | +3.1% | +30.3% | +27.9% |
| 3Y | +155.8% | +9.2% | +146.6% | +124.1% |
| 5Y | +214.0% | +2.2% | +211.9% | +204.6% |
| 10Y | +320.4% | +18.8% | +301.6% | +362.4% |
| All | +317.7% | +20.8% | +296.9% | +353.4% |
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