+179.3%
EXE vs USFD
+181.5%
-2.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -1.8% | -3.3% | +1.6% | -1.0% |
| 30D | +6.4% | -5.3% | +11.7% | +7.8% |
| 3M | +9.2% | +18.8% | -9.5% | +4.5% |
| 6M | -7.0% | +14.3% | -21.3% | -10.5% |
| YTD | -9.5% | +36.9% | -46.3% | -17.6% |
| 1Y | +6.2% | +31.7% | -25.5% | -2.5% |
| 3Y | +20.7% | +164.5% | -143.7% | -10.5% |
| 5Y | +103.6% | +212.6% | -108.9% | +35.8% |
| All | +179.3% | +181.5% | -2.2% | +93.3% |
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