+61.5%
VZ vs USFD
+340.6%
-279.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +5.6% | +3.9% | +1.7% | +5.2% |
| 30D | +1.9% | +10.7% | -8.8% | +0.8% |
| 3M | +0.8% | +6.3% | -5.5% | +0.1% |
| 6M | +0.6% | +16.2% | -15.6% | -1.1% |
| YTD | +20.8% | +41.9% | -21.1% | +16.2% |
| 1Y | +23.9% | +44.2% | -20.3% | +18.9% |
| 3Y | +55.7% | +159.8% | -104.1% | +39.6% |
| 5Y | +21.5% | +177.1% | -155.6% | +7.1% |
| 10Y | +68.5% | +376.2% | -307.7% | +40.2% |
| All | +61.5% | +340.6% | -279.1% | +34.1% |
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