+97.8%
VTR vs USFD
+306.5%
-208.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | +2.1% |
| 7D | -2.9% | -7.0% | +4.1% | +0.5% |
| 30D | -2.8% | -10.3% | +7.5% | +2.3% |
| 3M | +9.0% | +9.2% | -0.2% | +3.8% |
| 6M | +5.0% | +7.4% | -2.5% | +0.1% |
| YTD | +16.9% | +29.4% | -12.5% | +0.3% |
| 1Y | +34.3% | +24.8% | +9.5% | +16.7% |
| 3Y | +131.6% | +150.0% | -18.4% | +35.0% |
| 5Y | +88.0% | +195.5% | -107.5% | -6.3% |
| 10Y | +97.8% | +315.7% | -218.0% | -33.9% |
| All | +97.8% | +306.5% | -208.8% | -33.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling