+254.6%
VTV vs USFD
+352.6%
-98.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +3.9% | +12.3% | -8.4% | +0.9% |
| 3M | +2.6% | -0.7% | +3.3% | +2.5% |
| 6M | +11.5% | +31.3% | -19.7% | +4.0% |
| YTD | +22.3% | +45.7% | -23.4% | +10.4% |
| 1Y | +24.5% | +52.1% | -27.6% | +11.1% |
| 3Y | +78.8% | +158.2% | -79.5% | +39.4% |
| 5Y | +78.6% | +213.8% | -135.1% | +30.4% |
| 10Y | +231.8% | +367.0% | -135.2% | +116.4% |
| All | +254.6% | +352.6% | -98.0% | +131.3% |
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