+905.2%
VRT vs USFD
+215.8%
+689.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.6% |
| 7D | +9.1% | -3.0% | +12.1% | +11.1% |
| 30D | +0.9% | +3.5% | -2.6% | -1.6% |
| 3M | -13.4% | +26.6% | -39.9% | -27.6% |
| 6M | +11.7% | +11.7% | 0.0% | +1.6% |
| YTD | +73.2% | +38.1% | +35.1% | +32.0% |
| 1Y | +123.4% | +33.4% | +90.0% | +73.2% |
| 3Y | +606.2% | +155.8% | +450.3% | +238.0% |
| All | +905.2% | +215.8% | +689.4% | +298.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling