+98.9%
VTR vs USFD
+330.1%
-231.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -2.4% | -3.3% | +1.0% | -0.8% |
| 30D | -3.7% | -5.3% | +1.6% | -1.2% |
| 3M | +13.5% | +18.8% | -5.2% | +3.8% |
| 6M | +7.2% | +14.3% | -7.1% | -0.7% |
| YTD | +17.6% | +36.9% | -19.3% | -1.8% |
| 1Y | +35.4% | +31.7% | +3.7% | +14.7% |
| 3Y | +132.8% | +164.5% | -31.6% | +32.2% |
| 5Y | +88.7% | +212.6% | -123.9% | -8.4% |
| All | +98.9% | +330.1% | -231.2% | -35.3% |
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