+61.7%
VZ vs USFD
+353.3%
-291.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.5% | -6.4% | +1.2% |
| 7D | +6.9% | +7.8% | -0.9% | +6.1% |
| 30D | +2.3% | +16.2% | -13.9% | +0.7% |
| 3M | 0.0% | +11.0% | -11.0% | -1.1% |
| 6M | +0.2% | +20.7% | -20.5% | -1.8% |
| YTD | +20.9% | +46.0% | -25.1% | +16.0% |
| 1Y | +25.2% | +49.8% | -24.6% | +19.7% |
| 3Y | +55.9% | +167.3% | -111.4% | +39.4% |
| 5Y | +22.6% | +197.2% | -174.6% | +7.3% |
| 10Y | +68.6% | +389.9% | -321.2% | +39.9% |
| All | +61.7% | +353.3% | -291.6% | +33.8% |
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