+223.0%
VT vs USFD
+321.9%
-98.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | +0.4% | -3.0% | +3.5% | +1.2% |
| 30D | +1.0% | +3.5% | -2.6% | 0.0% |
| 3M | +2.4% | +26.6% | -24.2% | -3.6% |
| 6M | +12.0% | +11.7% | +0.3% | +8.5% |
| YTD | +15.3% | +38.1% | -22.8% | +5.5% |
| 1Y | +22.6% | +33.4% | -10.8% | +12.9% |
| 3Y | +74.7% | +155.8% | -81.1% | +36.1% |
| 5Y | +66.1% | +214.0% | -147.9% | +21.4% |
| All | +223.0% | +321.9% | -98.9% | +110.7% |
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