+1,678.9%
VRT vs USFD
+227.2%
+1,451.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.8% | -11.2% | -12.8% |
| 7D | -28.1% | +3.9% | -32.1% | -30.0% |
| 30D | -30.2% | +10.7% | -40.9% | -34.1% |
| 3M | -36.4% | +6.3% | -42.7% | -38.9% |
| 6M | -48.2% | +16.2% | -64.4% | -52.9% |
| YTD | +9.2% | +41.9% | -32.7% | -11.0% |
| 1Y | -7.2% | +44.2% | -51.4% | -25.1% |
| 3Y | +338.7% | +159.8% | +178.9% | +170.0% |
| 5Y | +542.8% | +177.1% | +365.7% | +280.6% |
| All | +1,678.9% | +227.2% | +1,451.8% | +642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling