+199.0%
VLO vs USFD
+159.2%
+39.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -13.3% | +3.0% | -16.3% | -13.5% |
| 30D | -18.3% | +11.1% | -29.4% | -19.2% |
| 3M | +14.3% | -0.3% | +14.6% | +14.5% |
| 6M | +47.6% | +15.9% | +31.8% | +44.3% |
| YTD | +116.0% | +41.6% | +74.3% | +96.1% |
| 1Y | +101.0% | +49.4% | +51.6% | +78.8% |
| 3Y | +199.0% | +157.8% | +41.2% | +110.5% |
| All | +199.0% | +159.2% | +39.8% | +110.5% |
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