+7.4%
VSH vs USFD
+159.2%
-151.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | -12.9% | +3.0% | -15.9% | -13.8% |
| 30D | -36.9% | +11.1% | -47.9% | -39.3% |
| 3M | -28.8% | -0.3% | -28.5% | -29.0% |
| 6M | -30.3% | +15.9% | -46.2% | -35.5% |
| YTD | +62.4% | +41.6% | +20.7% | +29.7% |
| 1Y | +62.5% | +49.4% | +13.1% | +24.7% |
| 3Y | +7.4% | +157.8% | -150.5% | -42.6% |
| All | +7.4% | +159.2% | -151.8% | -42.6% |
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