+403.5%
VRT vs USFD
+167.5%
+236.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.1% | +6.6% | +8.4% |
| 7D | -10.6% | +3.9% | -14.5% | -12.2% |
| 30D | -17.4% | +12.8% | -30.3% | -22.4% |
| 3M | -26.4% | +1.0% | -27.4% | -26.9% |
| 6M | -41.0% | +30.3% | -71.3% | -50.1% |
| YTD | +23.8% | +46.0% | -22.1% | -7.1% |
| 1Y | +11.6% | +49.6% | -38.0% | -18.3% |
| 3Y | +403.5% | +166.3% | +237.2% | +135.1% |
| All | +403.5% | +167.5% | +236.0% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling