+128.1%
VTR vs USFD
+149.2%
-21.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | +0.3% |
| 7D | -2.9% | -7.0% | +4.1% | -1.8% |
| 30D | -2.8% | -10.3% | +7.5% | -1.1% |
| 3M | +9.0% | +9.2% | -0.2% | +7.4% |
| 6M | +5.0% | +7.4% | -2.5% | +3.5% |
| YTD | +16.9% | +29.4% | -12.5% | +11.0% |
| 1Y | +34.3% | +24.8% | +9.5% | +28.4% |
| All | +128.1% | +149.2% | -21.0% | +79.3% |
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 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