+43.9%
EXC vs USFD
+184.3%
-140.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.2% |
| 7D | +1.4% | +3.9% | -2.6% | +0.5% |
| 30D | +11.6% | +10.7% | +0.9% | +9.4% |
| 3M | +2.7% | +6.3% | -3.7% | +1.2% |
| 6M | +2.7% | +16.2% | -13.6% | -0.5% |
| YTD | +9.7% | +41.9% | -32.2% | +2.4% |
| 1Y | +4.5% | +44.2% | -39.7% | -2.8% |
| 3Y | +28.5% | +159.8% | -131.3% | +5.3% |
| 5Y | +43.9% | +177.1% | -133.2% | +12.8% |
| All | +43.9% | +184.3% | -140.3% | +12.8% |
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