+76.5%
VNQ vs USFD
+353.0%
-276.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.2% | +8.4% | -6.2% | -0.1% |
| 30D | +7.1% | +12.7% | -5.7% | +3.5% |
| 3M | +0.8% | +1.1% | -0.3% | +0.3% |
| 6M | +2.2% | +30.2% | -27.9% | -5.4% |
| YTD | +12.8% | +45.8% | -33.0% | +0.4% |
| 1Y | +11.7% | +51.9% | -40.2% | -1.9% |
| 3Y | +44.5% | +158.5% | -114.0% | +8.1% |
| 5Y | +7.6% | +208.0% | -200.4% | -24.9% |
| 10Y | +85.2% | +376.6% | -291.4% | +5.0% |
| All | +76.5% | +353.0% | -276.5% | +0.9% |
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