+1,855.0%
VRT vs USFD
+236.3%
+1,618.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -17.7% | +8.4% | -26.1% | -21.0% |
| 30D | -20.0% | +12.7% | -32.7% | -25.1% |
| 3M | -28.1% | +1.1% | -29.2% | -29.1% |
| 6M | -42.8% | +30.2% | -73.0% | -50.7% |
| YTD | +20.0% | +45.8% | -25.9% | -3.3% |
| 1Y | +3.5% | +51.9% | -48.4% | -18.3% |
| 3Y | +366.1% | +158.5% | +207.6% | +187.7% |
| 5Y | +632.2% | +208.0% | +424.1% | +316.0% |
| All | +1,855.0% | +236.3% | +1,618.6% | +706.1% |
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