+119.0%
VTR vs USFD
+159.2%
-40.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +4.7% | +3.0% | +1.7% | +4.1% |
| 30D | +10.9% | +11.1% | -0.2% | +9.1% |
| 3M | -3.2% | -0.3% | -2.9% | -3.4% |
| 6M | +3.7% | +15.9% | -12.2% | +1.2% |
| YTD | +16.8% | +41.6% | -24.8% | +10.0% |
| 1Y | +21.3% | +49.4% | -28.1% | +13.2% |
| 3Y | +119.0% | +157.8% | -38.8% | +84.4% |
| All | +119.0% | +159.2% | -40.2% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling