+156.9%
EXC vs USFD
+329.0%
-172.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | -3.0% | +3.3% | +1.0% |
| 30D | -3.7% | +3.5% | -7.3% | -4.6% |
| 3M | -1.3% | +26.6% | -27.9% | -6.6% |
| 6M | -9.7% | +11.7% | -21.4% | -12.3% |
| YTD | +2.9% | +38.1% | -35.2% | -4.9% |
| 1Y | +4.4% | +33.4% | -29.0% | -2.9% |
| 3Y | +22.2% | +155.8% | -133.6% | -3.5% |
| 5Y | +46.7% | +214.0% | -167.3% | +7.4% |
| 10Y | +155.3% | +320.4% | -165.0% | +62.1% |
| All | +156.9% | +329.0% | -172.1% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling