-21.7%
EXE vs USFD
+49.6%
-71.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -2.2% | +8.4% | -10.6% | -1.8% |
| 30D | -0.3% | +12.7% | -13.1% | +0.2% |
| 3M | -9.3% | +1.1% | -10.4% | -9.2% |
| 6M | -7.2% | +30.2% | -37.4% | -5.5% |
| YTD | -18.9% | +45.8% | -64.8% | -16.1% |
| 1Y | -21.7% | +51.9% | -73.6% | -19.3% |
| All | -21.7% | +49.6% | -71.3% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling