+769.3%
VST vs USFD
+215.8%
+553.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +8.9% | -3.0% | +11.9% | +10.1% |
| 30D | +6.2% | +3.5% | +2.7% | +4.6% |
| 3M | -2.7% | +26.6% | -29.3% | -12.4% |
| 6M | -8.4% | +11.7% | -20.1% | -13.4% |
| YTD | -7.2% | +38.1% | -45.3% | -20.6% |
| 1Y | -20.9% | +33.4% | -54.3% | -31.6% |
| 3Y | +384.0% | +155.8% | +228.2% | +229.1% |
| All | +769.3% | +215.8% | +553.5% | +457.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling