+134.7%
VGT vs USFD
+214.9%
-80.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +1.8% | -3.3% | +5.2% | +3.1% |
| 30D | -0.3% | -5.3% | +5.0% | +1.7% |
| 3M | +3.4% | +18.8% | -15.4% | -4.1% |
| 6M | +35.0% | +14.3% | +20.7% | +26.6% |
| YTD | +28.8% | +36.9% | -8.1% | +10.0% |
| 1Y | +38.0% | +31.7% | +6.3% | +19.5% |
| 3Y | +125.8% | +164.5% | -38.7% | +40.4% |
| 5Y | +134.7% | +212.6% | -77.8% | +31.1% |
| All | +134.7% | +214.9% | -80.1% | +31.1% |
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 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