-40.0%
VST vs USFD
+46.0%
-86.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.4% | -6.2% |
| 7D | -19.9% | +3.9% | -23.8% | -19.6% |
| 30D | -29.7% | +10.7% | -40.4% | -29.9% |
| 3M | -19.6% | +6.3% | -25.9% | -19.6% |
| 6M | -29.4% | +16.2% | -45.6% | -30.8% |
| YTD | -29.7% | +41.9% | -71.6% | -40.1% |
| 1Y | -40.0% | +44.2% | -84.2% | -49.4% |
| All | -40.0% | +46.0% | -86.0% | -49.4% |
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