+173.7%
USFD vs VLTO
+54.8%
+118.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +3.0% | +5.4% | -2.4% | +1.4% |
| 30D | +11.1% | +22.3% | -11.3% | +4.5% |
| 3M | -0.3% | +19.6% | -19.9% | -5.6% |
| 6M | +15.9% | +35.2% | -19.3% | +5.7% |
| YTD | +41.6% | +17.9% | +23.8% | +34.3% |
| 1Y | +49.4% | +19.5% | +29.9% | +40.7% |
| 3Y | +157.8% | +73.9% | +83.9% | +125.0% |
| All | +173.7% | +54.8% | +118.9% | +142.6% |
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