+73.3%
VZ vs USFD
+359.1%
-285.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +0.9% | +1.3% | -0.4% | +0.8% |
| 30D | +6.9% | +10.6% | -3.6% | +5.8% |
| 3M | +0.6% | -2.4% | +3.0% | +0.8% |
| 6M | +0.3% | +28.9% | -28.6% | -2.4% |
| YTD | +21.9% | +43.7% | -21.8% | +17.1% |
| 1Y | +21.7% | +48.5% | -26.8% | +16.4% |
| 3Y | +58.5% | +154.7% | -96.2% | +42.3% |
| 5Y | +22.4% | +218.4% | -195.9% | +6.3% |
| All | +73.3% | +359.1% | -285.7% | +40.9% |
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