+19.3%
VCIT vs USFD
+163.9%
-144.6%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.1% | +8.4% | -8.3% | -0.2% |
| 30D | +1.1% | +12.7% | -11.6% | +0.7% |
| 3M | -1.4% | +1.1% | -2.5% | -1.5% |
| 6M | -2.3% | +30.2% | -32.5% | -3.3% |
| YTD | -1.8% | +45.8% | -47.6% | -3.3% |
| 1Y | -1.0% | +51.9% | -52.9% | -2.7% |
| 3Y | +19.3% | +158.5% | -139.2% | +14.7% |
| All | +19.3% | +163.9% | -144.6% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling