+73.0%
VNQ vs USFD
+329.0%
-256.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.3% | -3.0% | +1.8% | -0.4% |
| 30D | -2.9% | +3.5% | -6.5% | -4.0% |
| 3M | +0.8% | +26.6% | -25.8% | -5.8% |
| 6M | +2.5% | +11.7% | -9.2% | -1.1% |
| YTD | +10.6% | +38.1% | -27.5% | +0.1% |
| 1Y | +9.1% | +33.4% | -24.3% | -0.6% |
| 3Y | +31.0% | +155.8% | -124.8% | -1.6% |
| 5Y | +4.9% | +214.0% | -209.1% | -27.2% |
| 10Y | +59.5% | +320.4% | -260.9% | -7.1% |
| All | +73.0% | +329.0% | -256.0% | +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