+928.2%
VLO vs USFD
+346.4%
+581.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.7% |
| 7D | +6.8% | +1.3% | +5.4% | +6.1% |
| 30D | -17.9% | +10.6% | -28.4% | -22.0% |
| 3M | +13.5% | -2.4% | +16.0% | +13.5% |
| 6M | +53.0% | +28.9% | +24.1% | +33.7% |
| YTD | +133.7% | +43.7% | +90.0% | +89.7% |
| 1Y | +115.7% | +48.5% | +67.2% | +71.9% |
| 3Y | +231.9% | +154.7% | +77.2% | +99.0% |
| 5Y | +471.6% | +218.4% | +253.2% | +188.7% |
| 10Y | +780.7% | +360.6% | +420.1% | +251.9% |
| All | +928.2% | +346.4% | +581.8% | +320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling