+449.8%
VLO vs USFD
+207.9%
+241.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.4% | -0.2% | -0.3% | -0.4% |
| 30D | -16.6% | +12.3% | -28.9% | -18.5% |
| 3M | +12.3% | -0.7% | +13.0% | +12.3% |
| 6M | +47.8% | +31.3% | +16.6% | +38.8% |
| YTD | +126.7% | +45.7% | +81.0% | +104.0% |
| 1Y | +105.4% | +52.1% | +53.2% | +82.3% |
| 3Y | +222.0% | +158.2% | +63.7% | +146.4% |
| 5Y | +449.8% | +213.8% | +236.1% | +290.4% |
| All | +449.8% | +207.9% | +241.9% | +290.4% |
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 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