+294.5%
VTI vs USFD
+310.2%
-15.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -2.0% | -8.0% | +6.0% | 0.0% |
| 30D | -1.9% | -13.1% | +11.1% | +1.5% |
| 3M | +4.5% | +6.5% | -2.0% | +2.5% |
| 6M | +12.6% | +5.7% | +6.9% | +10.3% |
| YTD | +12.0% | +27.5% | -15.5% | +3.9% |
| 1Y | +17.3% | +23.4% | -6.1% | +9.5% |
| 3Y | +75.3% | +146.4% | -71.1% | +36.1% |
| 5Y | +74.0% | +196.8% | -122.8% | +27.1% |
| All | +294.5% | +310.2% | -15.6% | +154.6% |
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