+144.5%
EXE vs USFD
+200.2%
-55.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.9% |
| 7D | -3.9% | +3.9% | -7.8% | -4.9% |
| 30D | -2.6% | +12.8% | -15.4% | -5.5% |
| 3M | -6.9% | +1.0% | -7.8% | -7.3% |
| 6M | -9.3% | +30.3% | -39.6% | -15.5% |
| YTD | -20.7% | +46.0% | -66.7% | -29.1% |
| 1Y | -21.8% | +49.6% | -71.5% | -30.7% |
| 3Y | +16.2% | +166.3% | -150.1% | -13.7% |
| 5Y | +61.1% | +208.4% | -147.3% | +9.5% |
| All | +144.5% | +200.2% | -55.7% | +66.3% |
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