+80.3%
VTV vs USFD
+214.9%
-134.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +0.3% | -3.3% | +3.7% | +1.2% |
| 30D | +0.1% | -5.3% | +5.5% | +1.5% |
| 3M | +6.2% | +18.8% | -12.6% | +1.2% |
| 6M | +13.5% | +14.3% | -0.8% | +9.0% |
| YTD | +18.9% | +36.9% | -18.0% | +7.7% |
| 1Y | +25.8% | +31.7% | -5.9% | +15.1% |
| 3Y | +68.7% | +164.5% | -95.7% | +25.0% |
| 5Y | +80.3% | +212.6% | -132.3% | +22.0% |
| All | +80.3% | +214.9% | -134.6% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling