+47.6%
EXC vs USFD
+215.8%
-168.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | -3.0% | +3.3% | +0.8% |
| 30D | -3.7% | +3.5% | -7.3% | -4.4% |
| 3M | -1.3% | +26.6% | -27.9% | -5.5% |
| 6M | -9.7% | +11.7% | -21.4% | -11.7% |
| YTD | +2.9% | +38.1% | -35.2% | -3.1% |
| 1Y | +4.4% | +33.4% | -29.0% | -1.2% |
| 3Y | +22.2% | +155.8% | -133.6% | +1.5% |
| All | +47.6% | +215.8% | -168.2% | +15.1% |
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 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