+309.1%
VTI vs USFD
+353.0%
-43.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.4% | +8.4% | -8.8% | -2.5% |
| 30D | -3.2% | +12.7% | -16.0% | -6.3% |
| 3M | -2.9% | +1.1% | -4.0% | -3.5% |
| 6M | +2.4% | +30.2% | -27.8% | -4.9% |
| YTD | +11.2% | +45.8% | -34.7% | -0.5% |
| 1Y | +11.6% | +51.9% | -40.3% | -1.3% |
| 3Y | +76.6% | +158.5% | -81.9% | +35.5% |
| 5Y | +65.3% | +208.0% | -142.8% | +19.5% |
| 10Y | +289.1% | +376.6% | -87.5% | +146.3% |
| All | +309.1% | +353.0% | -43.9% | +159.7% |
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