+140.6%
EXE vs USFD
+191.3%
-50.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -6.6% | +3.0% | -9.5% | -7.4% |
| 30D | -4.0% | +11.1% | -15.1% | -6.5% |
| 3M | -7.5% | -0.3% | -7.2% | -7.7% |
| 6M | -11.7% | +15.9% | -27.5% | -15.3% |
| YTD | -22.0% | +41.6% | -63.6% | -29.8% |
| 1Y | -21.8% | +49.4% | -71.2% | -30.8% |
| 3Y | +8.0% | +157.8% | -149.8% | -19.2% |
| 5Y | +62.3% | +176.6% | -114.3% | +14.2% |
| All | +140.6% | +191.3% | -50.7% | +64.8% |
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 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