-50.7%
VTRS vs USFD
+329.0%
-379.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +3.3% | -3.0% | +6.3% | +4.1% |
| 30D | -3.6% | +3.5% | -7.2% | -4.7% |
| 3M | +7.0% | +26.6% | -19.6% | +0.3% |
| 6M | +17.5% | +11.7% | +5.8% | +13.4% |
| YTD | +38.8% | +38.1% | +0.6% | +26.0% |
| 1Y | +69.2% | +33.4% | +35.8% | +54.8% |
| 3Y | +77.5% | +155.8% | -78.4% | +35.4% |
| 5Y | +39.9% | +214.0% | -174.1% | -0.6% |
| 10Y | -47.1% | +320.4% | -367.5% | -67.6% |
| All | -50.7% | +329.0% | -379.7% | -69.7% |
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