+874.7%
VGT vs USFD
+329.0%
+545.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.0% | -3.0% | +4.0% | +1.8% |
| 30D | +1.3% | +3.5% | -2.2% | +0.3% |
| 3M | -1.1% | +26.6% | -27.7% | -7.4% |
| 6M | +32.6% | +11.7% | +20.9% | +28.0% |
| YTD | +29.0% | +38.1% | -9.1% | +16.9% |
| 1Y | +39.7% | +33.4% | +6.3% | +27.5% |
| 3Y | +120.9% | +155.8% | -34.9% | +69.6% |
| 5Y | +133.6% | +214.0% | -80.5% | +68.7% |
| 10Y | +792.6% | +320.4% | +472.2% | +488.8% |
| All | +874.7% | +329.0% | +545.7% | +541.1% |
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