+204.5%
VSH vs USFD
+329.0%
-124.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | +4.1% | -3.0% | +7.1% | +5.2% |
| 30D | -4.2% | +3.5% | -7.7% | -5.6% |
| 3M | -50.0% | +26.6% | -76.5% | -55.0% |
| 6M | +80.2% | +11.7% | +68.5% | +69.8% |
| YTD | +121.1% | +38.1% | +83.0% | +90.1% |
| 1Y | +112.0% | +33.4% | +78.6% | +84.4% |
| 3Y | +22.5% | +155.8% | -133.3% | -17.3% |
| 5Y | +64.0% | +214.0% | -150.0% | +0.2% |
| 10Y | +170.4% | +320.4% | -150.0% | +41.6% |
| All | +204.5% | +329.0% | -124.6% | +61.6% |
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 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