+44.5%
VNQ vs USFD
+163.9%
-119.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.2% | +8.4% | -6.2% | +0.2% |
| 30D | +7.1% | +12.7% | -5.7% | +4.1% |
| 3M | +0.8% | +1.1% | -0.3% | +0.4% |
| 6M | +2.2% | +30.2% | -27.9% | -4.3% |
| YTD | +12.8% | +45.8% | -33.0% | +1.1% |
| 1Y | +11.7% | +51.9% | -40.2% | -1.3% |
| 3Y | +44.5% | +158.5% | -114.0% | +5.3% |
| All | +44.5% | +163.9% | -119.4% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling