+230.5%
VT vs USFD
+318.0%
-87.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.0% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | -2.5% | +4.6% | -7.1% | -3.6% |
| 3M | -1.3% | +1.7% | -3.0% | -2.0% |
| 6M | +3.1% | +8.9% | -5.9% | +0.4% |
| YTD | +10.9% | +34.6% | -23.6% | +2.0% |
| 1Y | +12.1% | +37.5% | -25.5% | +2.3% |
| 3Y | +73.9% | +146.4% | -72.5% | +36.9% |
| 5Y | +58.0% | +176.7% | -118.7% | +18.9% |
| 10Y | +225.5% | +352.9% | -127.4% | +110.6% |
| All | +230.5% | +318.0% | -87.5% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling