+62.1%
VEA vs USFD
+214.9%
-152.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +1.9% | -3.3% | +5.2% | +2.8% |
| 30D | +0.8% | -5.3% | +6.1% | +2.3% |
| 3M | +5.7% | +18.8% | -13.1% | +0.2% |
| 6M | +13.3% | +14.3% | -1.0% | +8.4% |
| YTD | +18.4% | +36.9% | -18.5% | +6.5% |
| 1Y | +27.0% | +31.7% | -4.8% | +15.3% |
| 3Y | +79.3% | +164.5% | -85.2% | +28.0% |
| 5Y | +62.1% | +212.6% | -150.5% | +6.6% |
| All | +62.1% | +214.9% | -152.7% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling