+156.6%
USFD vs VLTO
+71.3%
+85.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.2% | +1.5% | -1.7% | -0.6% |
| 30D | +12.3% | +20.9% | -8.6% | +5.8% |
| 3M | -0.7% | +21.4% | -22.1% | -6.7% |
| 6M | +31.3% | +37.6% | -6.3% | +18.5% |
| YTD | +45.7% | +19.5% | +26.2% | +37.3% |
| 1Y | +52.1% | +22.0% | +30.1% | +41.8% |
| All | +156.6% | +71.3% | +85.3% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling