+897.3%
VST vs USFD
+353.9%
+543.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.4% | -5.3% |
| 7D | -19.9% | +3.9% | -23.8% | -21.4% |
| 30D | -29.7% | +10.7% | -40.4% | -32.5% |
| 3M | -19.6% | +6.3% | -25.9% | -22.0% |
| 6M | -29.4% | +16.2% | -45.6% | -34.0% |
| YTD | -29.7% | +41.9% | -71.6% | -39.1% |
| 1Y | -40.0% | +44.2% | -84.2% | -48.4% |
| 3Y | +231.0% | +159.8% | +71.2% | +135.3% |
| 5Y | +500.1% | +177.1% | +323.0% | +307.1% |
| 10Y | +1,004.2% | +376.2% | +628.0% | +494.8% |
| All | +897.3% | +353.9% | +543.4% | +416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling