+39.9%
VSH vs USFD
+215.4%
-175.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +14.3% | +1.7% | +12.7% | +13.8% |
| 30D | -7.9% | +10.2% | -18.0% | -11.7% |
| 3M | -19.9% | -1.5% | -18.4% | -19.8% |
| 6M | -30.5% | +27.3% | -57.9% | -39.0% |
| YTD | +85.7% | +44.0% | +41.7% | +50.7% |
| 1Y | +98.9% | +50.4% | +48.6% | +57.6% |
| 3Y | +32.1% | +153.6% | -121.5% | -19.0% |
| All | +39.9% | +215.4% | -175.6% | -24.5% |
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 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