+213.0%
VT vs USFD
+370.5%
-157.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.4% |
| 7D | -4.2% | +3.9% | -8.1% | -5.1% |
| 30D | -5.8% | +10.7% | -16.5% | -8.2% |
| 3M | -5.2% | +6.3% | -11.6% | -6.9% |
| 6M | +0.1% | +16.2% | -16.1% | -4.1% |
| YTD | +8.2% | +41.9% | -33.6% | -1.8% |
| 1Y | +10.1% | +44.2% | -34.1% | -0.6% |
| 3Y | +69.7% | +159.8% | -90.1% | +31.7% |
| 5Y | +53.4% | +177.1% | -123.7% | +15.1% |
| All | +213.0% | +370.5% | -157.5% | +103.9% |
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