+202.4%
VLO vs USFD
+156.9%
+45.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.2% | -3.0% | +8.2% | +5.7% |
| 30D | +22.6% | +3.5% | +19.1% | +21.8% |
| 3M | +43.8% | +26.6% | +17.2% | +37.5% |
| 6M | +65.7% | +11.7% | +54.0% | +62.0% |
| YTD | +131.1% | +38.1% | +93.0% | +109.6% |
| 1Y | +143.6% | +33.4% | +110.2% | +123.1% |
| All | +202.4% | +156.9% | +45.5% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling