+75.4%
VNQ vs USFD
+347.2%
-271.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.8% | +1.7% | -0.9% | +0.3% |
| 30D | +6.8% | +10.2% | -3.4% | +3.9% |
| 3M | -1.3% | -1.5% | +0.2% | -1.1% |
| 6M | +2.4% | +27.3% | -25.0% | -4.7% |
| YTD | +12.1% | +44.0% | -31.9% | +0.1% |
| 1Y | +12.0% | +50.4% | -38.4% | -1.4% |
| 3Y | +44.8% | +153.6% | -108.8% | +8.9% |
| 5Y | +6.9% | +219.0% | -212.1% | -26.1% |
| 10Y | +82.9% | +361.5% | -278.6% | +4.6% |
| All | +75.4% | +347.2% | -271.9% | +0.6% |
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 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