+717.1%
VLO vs USFD
+369.2%
+347.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.5% | +8.4% | -17.9% | -13.1% |
| 30D | -19.1% | +12.7% | -31.9% | -23.9% |
| 3M | +11.4% | +1.1% | +10.2% | +9.6% |
| 6M | +46.7% | +30.2% | +16.6% | +27.5% |
| YTD | +118.6% | +45.8% | +72.8% | +75.9% |
| 1Y | +99.9% | +51.9% | +47.9% | +57.3% |
| 3Y | +210.5% | +158.5% | +52.0% | +84.0% |
| 5Y | +432.7% | +208.0% | +224.6% | +172.2% |
| 10Y | +717.1% | +376.6% | +340.5% | +198.8% |
| All | +717.1% | +369.2% | +347.9% | +198.8% |
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