+60.6%
VNQ vs USFD
+310.2%
-249.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.5% |
| 7D | -2.6% | -8.0% | +5.4% | -0.4% |
| 30D | -2.3% | -13.1% | +10.7% | +1.4% |
| 3M | -2.8% | +6.5% | -9.3% | -4.8% |
| 6M | +2.5% | +5.7% | -3.2% | +0.4% |
| YTD | +8.4% | +27.5% | -19.1% | +0.2% |
| 1Y | +6.8% | +23.4% | -16.7% | -0.6% |
| 3Y | +29.9% | +146.4% | -116.5% | -1.5% |
| 5Y | +7.2% | +196.8% | -189.6% | -24.6% |
| All | +60.6% | +310.2% | -249.5% | -7.6% |
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