+869.5%
VLO vs USFD
+322.6%
+546.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +5.2% | -3.0% | +8.2% | +6.6% |
| 30D | +22.6% | +3.5% | +19.1% | +20.4% |
| 3M | +43.8% | +26.6% | +17.2% | +28.0% |
| 6M | +65.7% | +11.7% | +54.0% | +54.8% |
| YTD | +131.1% | +38.1% | +93.0% | +92.6% |
| 1Y | +143.6% | +33.4% | +110.2% | +105.3% |
| 3Y | +201.4% | +155.8% | +45.6% | +80.7% |
| 5Y | +568.9% | +214.0% | +354.9% | +239.2% |
| All | +869.5% | +322.6% | +546.9% | +293.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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