+210.5%
VLO vs USFD
+163.9%
+46.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.5% | +8.4% | -17.9% | -10.1% |
| 30D | -19.1% | +12.7% | -31.9% | -20.1% |
| 3M | +11.4% | +1.1% | +10.2% | +11.5% |
| 6M | +46.7% | +30.2% | +16.6% | +40.9% |
| YTD | +118.6% | +45.8% | +72.8% | +98.3% |
| 1Y | +99.9% | +51.9% | +47.9% | +78.5% |
| 3Y | +210.5% | +158.5% | +52.0% | +124.6% |
| All | +210.5% | +163.9% | +46.6% | +124.6% |
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