+72.9%
VZ vs USFD
+329.0%
-256.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.1% | -3.0% | +3.1% | +0.4% |
| 30D | +7.9% | +3.5% | +4.4% | +7.5% |
| 3M | +13.6% | +26.6% | -12.9% | +10.9% |
| 6M | +1.1% | +11.7% | -10.6% | -0.2% |
| YTD | +29.3% | +38.1% | -8.8% | +24.8% |
| 1Y | +21.2% | +33.4% | -12.1% | +17.3% |
| 3Y | +75.9% | +155.8% | -79.9% | +58.0% |
| 5Y | +24.1% | +214.0% | -190.0% | +8.0% |
| 10Y | +62.4% | +320.4% | -258.0% | +35.5% |
| All | +72.9% | +329.0% | -256.1% | +44.0% |
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