+28.8%
VCIT vs USFD
+321.9%
-293.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.3% | -3.0% | +2.7% | -0.2% |
| 30D | -0.8% | +3.5% | -4.3% | -0.9% |
| 3M | -1.0% | +26.6% | -27.6% | -1.8% |
| 6M | -1.8% | +11.7% | -13.5% | -2.3% |
| YTD | -0.7% | +38.1% | -38.8% | -1.9% |
| 1Y | +1.0% | +33.4% | -32.4% | -0.1% |
| 3Y | +18.8% | +155.8% | -137.0% | +14.8% |
| 5Y | +3.5% | +214.0% | -210.6% | -1.1% |
| All | +28.8% | +321.9% | -293.1% | +20.8% |
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