+1,978.7%
VRT vs USFD
+236.0%
+1,742.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +0.5% | -0.2% | +0.6% | +0.8% |
| 30D | -13.7% | +12.3% | -26.1% | -19.1% |
| 3M | -26.7% | -0.7% | -26.0% | -27.1% |
| 6M | -43.8% | +31.3% | -75.1% | -51.8% |
| YTD | +27.6% | +45.7% | -18.2% | +2.9% |
| 1Y | +15.5% | +52.1% | -36.7% | -8.9% |
| 3Y | +395.6% | +158.2% | +237.4% | +206.1% |
| 5Y | +677.3% | +213.8% | +463.6% | +338.6% |
| All | +1,978.7% | +236.0% | +1,742.6% | +757.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling