+181.9%
USFD vs VLTO
+56.3%
+125.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +8.4% | +1.6% | +6.8% | +7.9% |
| 30D | +12.7% | +22.0% | -9.2% | +6.2% |
| 3M | +1.1% | +21.9% | -20.8% | -4.8% |
| 6M | +30.2% | +36.5% | -6.4% | +18.5% |
| YTD | +45.8% | +19.0% | +26.9% | +37.9% |
| 1Y | +51.9% | +21.0% | +31.0% | +42.6% |
| 3Y | +158.5% | +69.9% | +88.6% | +126.2% |
| All | +181.9% | +56.3% | +125.6% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling