+1,112.0%
VST vs USFD
+369.7%
+742.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.2% | +10.7% | +10.6% |
| 7D | -9.8% | +3.0% | -12.8% | -11.2% |
| 30D | -25.1% | +11.1% | -36.2% | -28.3% |
| 3M | -11.6% | -0.3% | -11.3% | -12.3% |
| 6M | -20.9% | +15.9% | -36.8% | -26.1% |
| YTD | -22.3% | +41.6% | -63.9% | -32.7% |
| 1Y | -32.0% | +49.4% | -81.4% | -42.2% |
| 3Y | +262.4% | +157.8% | +104.5% | +158.1% |
| 5Y | +563.4% | +176.6% | +386.7% | +350.0% |
| All | +1,112.0% | +369.7% | +742.3% | +540.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling