+76.9%
VT vs USFD
+167.1%
-90.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.5% | -6.7% | -0.1% |
| 7D | -0.3% | +7.8% | -8.2% | -2.0% |
| 30D | -1.4% | +16.2% | -17.6% | -4.7% |
| 3M | -1.4% | +11.0% | -12.4% | -3.9% |
| 6M | +5.5% | +20.7% | -15.3% | +0.4% |
| YTD | +12.8% | +46.0% | -33.1% | +0.3% |
| 1Y | +15.4% | +49.8% | -34.4% | +1.5% |
| All | +76.9% | +167.1% | -90.3% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling