+110.7%
VTR vs USFD
+329.0%
-218.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -1.7% | -3.0% | +1.3% | -0.2% |
| 30D | -2.4% | +3.5% | -6.0% | -4.3% |
| 3M | +14.8% | +26.6% | -11.8% | +1.8% |
| 6M | +5.3% | +11.7% | -6.4% | -1.3% |
| YTD | +18.1% | +38.1% | -20.0% | -1.7% |
| 1Y | +36.7% | +33.4% | +3.3% | +15.2% |
| 3Y | +130.1% | +155.8% | -25.7% | +33.4% |
| 5Y | +89.5% | +214.0% | -124.5% | -7.8% |
| 10Y | +87.4% | +320.4% | -233.0% | -35.8% |
| All | +110.7% | +329.0% | -218.3% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling