+83.9%
VEEV vs USFD
+167.5%
-83.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.5% |
| 7D | -0.2% | +3.9% | -4.1% | -0.7% |
| 30D | +3.5% | +12.8% | -9.4% | +2.1% |
| 3M | +32.9% | +1.0% | +32.0% | +32.8% |
| 6M | +84.2% | +30.3% | +53.9% | +79.6% |
| YTD | +37.3% | +46.0% | -8.7% | +28.1% |
| 1Y | +3.9% | +49.6% | -45.7% | -3.7% |
| 3Y | +83.9% | +166.3% | -82.3% | +58.4% |
| All | +83.9% | +167.5% | -83.6% | +58.4% |
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