+2,723.0%
VRT vs USFD
+218.6%
+2,504.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.5% |
| 7D | +9.1% | -3.0% | +12.1% | +10.6% |
| 30D | +0.9% | +3.5% | -2.6% | -0.9% |
| 3M | -13.4% | +26.6% | -39.9% | -23.6% |
| 6M | +11.7% | +11.7% | 0.0% | +4.5% |
| YTD | +73.2% | +38.1% | +35.1% | +44.4% |
| 1Y | +123.4% | +33.4% | +90.0% | +88.4% |
| 3Y | +606.2% | +155.8% | +450.3% | +341.4% |
| 5Y | +899.9% | +214.0% | +685.9% | +468.9% |
| All | +2,723.0% | +218.6% | +2,504.5% | +1,103.8% |
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