+929.6%
VEEV vs USFD
+353.4%
+576.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.4% |
| 7D | -0.2% | +3.9% | -4.1% | -0.9% |
| 30D | +3.5% | +12.8% | -9.4% | +1.4% |
| 3M | +32.9% | +1.0% | +32.0% | +32.5% |
| 6M | +84.2% | +30.3% | +53.9% | +76.1% |
| YTD | +37.3% | +46.0% | -8.7% | +27.6% |
| 1Y | +3.9% | +49.6% | -45.7% | -3.9% |
| 3Y | +83.9% | +166.3% | -82.3% | +53.4% |
| 5Y | -4.3% | +208.4% | -212.7% | -22.7% |
| 10Y | +669.1% | +371.2% | +297.8% | +494.4% |
| All | +929.6% | +353.4% | +576.2% | +714.1% |
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