-50.4%
VTRS vs USFD
+310.2%
-360.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -3.3% | -8.0% | +4.7% | -1.3% |
| 30D | +1.4% | -13.1% | +14.5% | +5.0% |
| 3M | +4.6% | +6.5% | -1.9% | +2.5% |
| 6M | +18.1% | +5.7% | +12.3% | +15.5% |
| YTD | +34.7% | +27.5% | +7.1% | +24.6% |
| 1Y | +65.6% | +23.4% | +42.2% | +54.4% |
| 3Y | +83.8% | +146.4% | -62.7% | +41.3% |
| 5Y | +46.5% | +196.8% | -150.3% | +5.3% |
| All | -50.4% | +310.2% | -360.5% | -70.4% |
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 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