+5.5%
VNQ vs USFD
+214.9%
-209.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -0.4% | -3.3% | +3.0% | +0.6% |
| 30D | -2.5% | -5.3% | +2.8% | -1.0% |
| 3M | +1.4% | +18.8% | -17.4% | -3.9% |
| 6M | +4.6% | +14.3% | -9.7% | 0.0% |
| YTD | +10.5% | +36.9% | -26.3% | -0.8% |
| 1Y | +8.4% | +31.7% | -23.3% | -1.7% |
| 3Y | +32.4% | +164.5% | -132.0% | -5.7% |
| 5Y | +5.5% | +212.6% | -207.1% | -32.1% |
| All | +5.5% | +214.9% | -209.4% | -32.1% |
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