+742.6%
VGT vs USFD
+359.1%
+383.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | +5.6% | +1.3% | +4.3% | +5.3% |
| 30D | -10.6% | +10.6% | -21.1% | -13.0% |
| 3M | -6.9% | -2.4% | -4.5% | -6.6% |
| 6M | +0.9% | +28.9% | -28.0% | -6.3% |
| YTD | +20.4% | +43.7% | -23.3% | +7.7% |
| 1Y | +17.4% | +48.5% | -31.1% | +3.9% |
| 3Y | +106.3% | +154.7% | -48.4% | +58.0% |
| 5Y | +107.9% | +218.4% | -110.5% | +49.1% |
| All | +742.6% | +359.1% | +383.5% | +445.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling