+1,740.6%
VRT vs USFD
+226.6%
+1,514.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | -21.4% | +3.0% | -24.3% | -23.0% |
| 30D | -25.8% | +11.1% | -36.9% | -30.1% |
| 3M | -33.5% | -0.3% | -33.2% | -34.1% |
| 6M | -49.0% | +15.9% | -64.9% | -53.6% |
| YTD | +12.9% | +41.6% | -28.7% | -7.8% |
| 1Y | 0.0% | +49.4% | -49.4% | -20.6% |
| 3Y | +361.8% | +157.8% | +204.0% | +185.2% |
| 5Y | +565.1% | +176.6% | +388.5% | +294.1% |
| All | +1,740.6% | +226.6% | +1,514.0% | +668.4% |
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