+1,216.9%
VST vs USFD
+342.0%
+874.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +8.9% | -3.0% | +11.9% | +10.0% |
| 30D | +6.2% | +3.5% | +2.7% | +4.8% |
| 3M | -2.7% | +26.6% | -29.3% | -10.9% |
| 6M | -8.4% | +11.7% | -20.1% | -12.7% |
| YTD | -7.2% | +38.1% | -45.3% | -18.2% |
| 1Y | -20.9% | +33.4% | -54.3% | -29.7% |
| 3Y | +384.0% | +155.8% | +228.2% | +248.4% |
| 5Y | +757.1% | +214.0% | +543.0% | +463.0% |
| All | +1,216.9% | +342.0% | +874.9% | +594.1% |
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