-22.0%
VST vs USFD
+49.2%
-71.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +6.6% | +1.7% | +4.9% | +6.6% |
| 30D | -12.4% | +10.2% | -22.5% | -12.2% |
| 3M | -9.0% | -1.5% | -7.5% | -8.1% |
| 6M | -6.4% | +27.3% | -33.8% | -9.6% |
| YTD | -17.2% | +44.0% | -61.2% | -27.8% |
| 1Y | -22.0% | +50.4% | -72.4% | -33.7% |
| All | -22.0% | +49.2% | -71.2% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling