+23.9%
VEEV vs USFD
+165.3%
-141.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -0.6% | -3.0% | +2.4% | -0.3% |
| 30D | +28.8% | +3.5% | +25.3% | +28.2% |
| 3M | +54.0% | +26.6% | +27.5% | +50.9% |
| 6M | +46.0% | +11.7% | +34.2% | +44.6% |
| YTD | +23.2% | +38.1% | -14.9% | +16.3% |
| 1Y | +1.9% | +33.4% | -31.5% | -3.0% |
| All | +23.9% | +165.3% | -141.4% | +7.7% |
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