+101.0%
VLO vs USFD
+46.1%
+54.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -13.3% | +3.0% | -16.3% | -12.4% |
| 30D | -18.3% | +11.1% | -29.4% | -16.3% |
| 3M | +14.3% | -0.3% | +14.6% | +15.2% |
| 6M | +47.6% | +15.9% | +31.8% | +52.9% |
| YTD | +116.0% | +41.6% | +74.3% | +119.1% |
| 1Y | +101.0% | +49.4% | +51.6% | +103.0% |
| All | +101.0% | +46.1% | +54.9% | +103.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling