+112.2%
VTR vs USFD
+353.0%
-240.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +3.8% | +8.4% | -4.6% | -0.4% |
| 30D | +10.1% | +12.7% | -2.6% | +3.5% |
| 3M | -1.2% | +1.1% | -2.3% | -2.3% |
| 6M | +4.8% | +30.2% | -25.4% | -8.9% |
| YTD | +18.9% | +45.8% | -26.9% | -4.0% |
| 1Y | +21.8% | +51.9% | -30.1% | -4.0% |
| 3Y | +132.0% | +158.5% | -26.5% | +33.8% |
| 5Y | +94.7% | +208.0% | -113.4% | -3.7% |
| 10Y | +136.8% | +376.6% | -239.7% | -22.3% |
| All | +112.2% | +353.0% | -240.8% | -29.4% |
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 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