+152.3%
VEA vs USFD
+339.9%
-187.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -2.2% | +3.0% | -5.2% | -2.9% |
| 30D | -3.4% | +11.1% | -14.4% | -5.8% |
| 3M | -5.6% | -0.3% | -5.3% | -5.8% |
| 6M | -3.4% | +15.9% | -19.3% | -7.2% |
| YTD | +9.7% | +41.6% | -31.9% | +0.1% |
| 1Y | +15.4% | +49.4% | -34.0% | +3.8% |
| 3Y | +68.5% | +157.8% | -89.3% | +32.2% |
| 5Y | +49.6% | +176.6% | -127.0% | +13.4% |
| 10Y | +154.3% | +375.4% | -221.0% | +63.3% |
| All | +152.3% | +339.9% | -187.6% | +63.3% |
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