+213.7%
VT vs USFD
+369.7%
-156.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.3% | +3.0% | -5.3% | -3.1% |
| 30D | -5.0% | +11.1% | -16.0% | -7.4% |
| 3M | -4.9% | -0.3% | -4.6% | -5.1% |
| 6M | -1.5% | +15.9% | -17.4% | -5.6% |
| YTD | +8.5% | +41.6% | -33.1% | -1.6% |
| 1Y | +11.4% | +49.4% | -38.0% | -0.4% |
| 3Y | +70.1% | +157.8% | -87.8% | +32.3% |
| 5Y | +53.7% | +176.6% | -122.9% | +15.4% |
| All | +213.7% | +369.7% | -156.0% | +104.5% |
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