+98.6%
VGT vs USFD
+188.3%
-89.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | -7.2% | +3.0% | -10.2% | -8.4% |
| 30D | -16.1% | +11.1% | -27.2% | -19.6% |
| 3M | -9.2% | -0.3% | -8.9% | -9.5% |
| 6M | -0.7% | +15.9% | -16.6% | -7.7% |
| YTD | +15.6% | +41.6% | -26.1% | -3.6% |
| 1Y | +14.4% | +49.4% | -35.0% | -7.3% |
| 3Y | +105.2% | +157.8% | -52.6% | +26.2% |
| All | +98.6% | +188.3% | -89.7% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling