+172.1%
EXC vs USFD
+369.7%
-197.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.2% | +3.0% | -4.1% | -1.9% |
| 30D | +10.0% | +11.1% | -1.1% | +7.3% |
| 3M | +1.6% | -0.3% | +1.9% | +1.5% |
| 6M | +3.3% | +15.9% | -12.6% | -0.5% |
| YTD | +7.6% | +41.6% | -34.1% | -1.3% |
| 1Y | +3.5% | +49.4% | -45.9% | -6.3% |
| 3Y | +27.7% | +157.8% | -130.2% | +0.5% |
| 5Y | +41.1% | +176.6% | -135.5% | +6.6% |
| All | +172.1% | +369.7% | -197.6% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling