+157.7%
VEA vs USFD
+353.0%
-195.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | 0.0% | +8.4% | -8.4% | -1.9% |
| 30D | -1.4% | +12.7% | -14.2% | -4.2% |
| 3M | -4.1% | +1.1% | -5.2% | -4.5% |
| 6M | -1.3% | +30.2% | -31.5% | -7.7% |
| YTD | +12.1% | +45.8% | -33.8% | +1.5% |
| 1Y | +16.1% | +51.9% | -35.9% | +4.0% |
| 3Y | +73.0% | +158.5% | -85.5% | +35.7% |
| 5Y | +55.1% | +208.0% | -152.9% | +14.9% |
| 10Y | +156.9% | +376.6% | -219.6% | +64.7% |
| All | +157.7% | +353.0% | -195.3% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling