+28.9%
VCIT vs USFD
+369.7%
-340.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +0.1% | +3.0% | -2.9% | 0.0% |
| 30D | +1.9% | +11.1% | -9.1% | +1.5% |
| 3M | -1.4% | -0.3% | -1.2% | -1.5% |
| 6M | -2.1% | +15.9% | -18.0% | -2.7% |
| YTD | -1.6% | +41.6% | -43.3% | -2.9% |
| 1Y | -0.9% | +49.4% | -50.3% | -2.4% |
| 3Y | +20.0% | +157.8% | -137.9% | +15.8% |
| 5Y | +3.1% | +176.6% | -173.5% | -1.1% |
| All | +28.9% | +369.7% | -340.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling