+183.8%
EXC vs USFD
+368.6%
-184.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.6% |
| 7D | -1.7% | +3.9% | -5.6% | -2.7% |
| 30D | +9.3% | +12.8% | -3.5% | +6.3% |
| 3M | +1.0% | +1.0% | +0.1% | +0.6% |
| 6M | +5.9% | +30.3% | -24.3% | -0.6% |
| YTD | +7.6% | +46.0% | -38.3% | -1.9% |
| 1Y | +2.4% | +49.6% | -47.2% | -7.3% |
| 3Y | +30.2% | +166.3% | -136.0% | +1.9% |
| 5Y | +41.4% | +208.4% | -167.0% | +4.1% |
| 10Y | +183.8% | +371.2% | -187.5% | +73.2% |
| All | +183.8% | +368.6% | -184.9% | +73.2% |
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