+121.0%
VTR vs USFD
+359.9%
-238.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.2% | +1.7% | -1.5% | -0.6% |
| 30D | +5.5% | +10.2% | -4.7% | +0.3% |
| 3M | -0.9% | -1.5% | +0.6% | -0.7% |
| 6M | -0.4% | +27.3% | -27.8% | -12.5% |
| YTD | +17.0% | +44.0% | -27.0% | -5.0% |
| 1Y | +18.0% | +50.4% | -32.4% | -6.7% |
| 3Y | +127.4% | +153.6% | -26.2% | +32.1% |
| 5Y | +92.3% | +219.0% | -126.7% | -7.1% |
| All | +121.0% | +359.9% | -238.9% | -26.0% |
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