+70.6%
VZ vs USFD
+369.2%
-298.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +2.4% | +8.4% | -6.0% | +1.5% |
| 30D | +11.2% | +12.7% | -1.6% | +9.8% |
| 3M | 0.0% | +1.1% | -1.1% | -0.2% |
| 6M | +1.3% | +30.2% | -28.9% | -1.5% |
| YTD | +21.3% | +45.8% | -24.6% | +16.3% |
| 1Y | +23.9% | +51.9% | -28.0% | +18.3% |
| 3Y | +57.7% | +158.5% | -100.8% | +41.4% |
| 5Y | +21.2% | +208.0% | -186.8% | +5.6% |
| 10Y | +70.6% | +376.6% | -306.0% | +39.2% |
| All | +70.6% | +369.2% | -298.7% | +39.2% |
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