+789.3%
VGT vs USFD
+353.0%
+436.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.1% | +8.4% | -12.5% | -6.1% |
| 30D | -13.6% | +12.7% | -26.4% | -16.4% |
| 3M | -8.0% | +1.1% | -9.1% | -8.5% |
| 6M | -1.5% | +30.2% | -31.6% | -8.7% |
| YTD | +17.7% | +45.8% | -28.1% | +4.9% |
| 1Y | +13.8% | +51.9% | -38.1% | +0.2% |
| 3Y | +101.6% | +158.5% | -56.9% | +54.1% |
| 5Y | +106.7% | +208.0% | -101.4% | +49.4% |
| 10Y | +717.0% | +376.6% | +340.4% | +428.1% |
| All | +789.3% | +353.0% | +436.3% | +475.3% |
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