+227.8%
VST vs USFD
+159.7%
+68.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.4% | -5.2% |
| 7D | -19.9% | +3.9% | -23.8% | -21.5% |
| 30D | -29.7% | +10.7% | -40.4% | -33.1% |
| 3M | -19.6% | +6.3% | -25.9% | -22.4% |
| 6M | -29.4% | +16.2% | -45.6% | -35.6% |
| YTD | -29.7% | +41.9% | -71.6% | -45.2% |
| 1Y | -40.0% | +44.2% | -84.2% | -53.9% |
| All | +227.8% | +159.7% | +68.1% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling