+41.4%
EXC vs USFD
+204.0%
-162.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.5% |
| 7D | -1.7% | +3.9% | -5.6% | -2.5% |
| 30D | +9.3% | +12.8% | -3.5% | +6.7% |
| 3M | +1.0% | +1.0% | +0.1% | +0.7% |
| 6M | +5.9% | +30.3% | -24.3% | +0.5% |
| YTD | +7.6% | +46.0% | -38.3% | -0.1% |
| 1Y | +2.4% | +49.6% | -47.2% | -5.5% |
| 3Y | +30.2% | +166.3% | -136.0% | +6.3% |
| 5Y | +41.4% | +208.4% | -167.0% | +7.9% |
| All | +41.4% | +204.0% | -162.6% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling