+473.2%
VLO vs USFD
+215.4%
+257.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +9.6% | +1.7% | +8.0% | +9.3% |
| 30D | -17.4% | +10.2% | -27.5% | -19.0% |
| 3M | +10.8% | -1.5% | +12.3% | +10.9% |
| 6M | +56.9% | +27.3% | +29.6% | +48.3% |
| YTD | +136.8% | +44.0% | +92.8% | +113.5% |
| 1Y | +120.7% | +50.4% | +70.3% | +96.3% |
| 3Y | +231.9% | +153.6% | +78.4% | +155.1% |
| All | +473.2% | +215.4% | +257.8% | +305.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling