+474.5%
VRTX vs USFD
+369.2%
+105.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +3.2% | +8.4% | -5.1% | +2.1% |
| 30D | +7.4% | +12.7% | -5.3% | +5.7% |
| 3M | +4.6% | +1.1% | +3.5% | +4.3% |
| 6M | +27.5% | +30.2% | -2.7% | +23.0% |
| YTD | +20.9% | +45.8% | -25.0% | +14.6% |
| 1Y | +30.1% | +51.9% | -21.9% | +22.6% |
| 3Y | +46.6% | +158.5% | -111.8% | +28.8% |
| 5Y | +191.6% | +208.0% | -16.5% | +147.7% |
| 10Y | +474.5% | +376.6% | +98.0% | +349.8% |
| All | +474.5% | +369.2% | +105.3% | +349.8% |
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