+250.5%
VTV vs USFD
+353.4%
-102.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.2% |
| 7D | -0.5% | +3.9% | -4.4% | -1.5% |
| 30D | +3.1% | +12.8% | -9.8% | +0.1% |
| 3M | +1.8% | +1.0% | +0.9% | +1.4% |
| 6M | +10.9% | +30.3% | -19.4% | +3.5% |
| YTD | +20.9% | +46.0% | -25.1% | +9.1% |
| 1Y | +24.6% | +49.6% | -25.0% | +11.7% |
| 3Y | +78.6% | +166.3% | -87.7% | +38.2% |
| 5Y | +76.4% | +208.4% | -132.0% | +29.3% |
| 10Y | +230.7% | +371.2% | -140.5% | +115.4% |
| All | +250.5% | +353.4% | -102.8% | +128.5% |
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