+743.6%
VLO vs USFD
+368.6%
+375.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +1.6% |
| 7D | -6.5% | +3.9% | -10.4% | -8.5% |
| 30D | -17.8% | +12.8% | -30.6% | -22.6% |
| 3M | +19.6% | +1.0% | +18.6% | +17.8% |
| 6M | +49.3% | +30.3% | +19.0% | +29.7% |
| YTD | +122.4% | +46.0% | +76.4% | +78.9% |
| 1Y | +107.4% | +49.6% | +57.8% | +64.4% |
| 3Y | +223.1% | +166.3% | +56.8% | +88.7% |
| 5Y | +432.2% | +208.4% | +223.8% | +171.9% |
| 10Y | +743.6% | +371.2% | +372.4% | +210.7% |
| All | +743.6% | +368.6% | +375.0% | +210.7% |
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