+192.6%
EXC vs USFD
+365.4%
-172.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +8.3% | +12.3% | -4.0% | +5.4% |
| 3M | +2.6% | -0.7% | +3.3% | +2.6% |
| 6M | +5.2% | +31.3% | -26.1% | -1.5% |
| YTD | +7.5% | +45.7% | -38.2% | -2.0% |
| 1Y | +3.2% | +52.1% | -49.0% | -6.9% |
| 3Y | +29.5% | +158.2% | -128.7% | +2.1% |
| 5Y | +39.7% | +213.8% | -174.1% | +2.5% |
| All | +192.6% | +365.4% | -172.9% | +84.2% |
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