+182.1%
USFD vs VLTO
+56.1%
+126.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.8% |
| 7D | +3.9% | +2.0% | +1.9% | +3.3% |
| 30D | +12.8% | +21.8% | -9.0% | +6.3% |
| 3M | +1.0% | +20.2% | -19.2% | -4.5% |
| 6M | +30.3% | +36.3% | -6.1% | +18.6% |
| YTD | +46.0% | +18.8% | +27.1% | +38.1% |
| 1Y | +49.6% | +20.4% | +29.2% | +40.7% |
| 3Y | +166.3% | +71.9% | +94.4% | +132.6% |
| All | +182.1% | +56.1% | +126.0% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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