+317.7%
USFD vs VSAT
+8.5%
+309.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.3% |
| 7D | -3.0% | +11.8% | -14.8% | -5.1% |
| 30D | +3.5% | -7.0% | +10.6% | +4.7% |
| 3M | +26.6% | +3.3% | +23.3% | +22.9% |
| 6M | +11.7% | +57.4% | -45.7% | -2.2% |
| YTD | +38.1% | +118.6% | -80.4% | +11.7% |
| 1Y | +33.4% | +150.2% | -116.8% | +3.0% |
| 3Y | +155.8% | +160.7% | -4.9% | +68.9% |
| 5Y | +214.0% | +51.2% | +162.9% | +120.1% |
| 10Y | +320.4% | -0.7% | +321.0% | +173.2% |
| All | +317.7% | +8.5% | +309.2% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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