+60.4%
VT vs USFD
+200.1%
-139.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.5% | -6.7% | -0.8% |
| 7D | -0.3% | +7.8% | -8.2% | -2.6% |
| 30D | -1.4% | +16.2% | -17.6% | -5.9% |
| 3M | -1.4% | +11.0% | -12.4% | -4.8% |
| 6M | +5.5% | +20.7% | -15.3% | -1.3% |
| YTD | +12.8% | +46.0% | -33.1% | -2.1% |
| 1Y | +15.4% | +49.8% | -34.4% | -0.9% |
| 3Y | +76.9% | +167.3% | -90.4% | +21.6% |
| 5Y | +60.4% | +197.2% | -136.8% | +1.5% |
| All | +60.4% | +200.1% | -139.7% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling