+53.4%
VT vs USFD
+184.3%
-130.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.2% |
| 7D | -4.2% | +3.9% | -8.1% | -5.4% |
| 30D | -5.8% | +10.7% | -16.5% | -8.8% |
| 3M | -5.2% | +6.3% | -11.6% | -7.4% |
| 6M | +0.1% | +16.2% | -16.1% | -5.2% |
| YTD | +8.2% | +41.9% | -33.6% | -5.3% |
| 1Y | +10.1% | +44.2% | -34.1% | -4.4% |
| 3Y | +69.7% | +159.8% | -90.1% | +17.5% |
| 5Y | +53.4% | +177.1% | -123.7% | -1.5% |
| All | +53.4% | +184.3% | -130.9% | -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