+226.3%
VTV vs USFD
+310.2%
-83.8%
-36.8%
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 | -2.1% | -8.0% | +5.9% | -0.1% |
| 30D | -1.3% | -13.1% | +11.8% | +2.0% |
| 3M | +5.6% | +6.5% | -0.9% | +3.7% |
| 6M | +12.4% | +5.7% | +6.7% | +10.3% |
| YTD | +17.6% | +27.5% | -9.9% | +9.8% |
| 1Y | +23.5% | +23.4% | +0.1% | +16.0% |
| 3Y | +67.0% | +146.4% | -79.4% | +31.5% |
| 5Y | +80.5% | +196.8% | -116.2% | +33.3% |
| All | +226.3% | +310.2% | -83.8% | +116.7% |
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 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