+178.5%
EXE vs USFD
+184.1%
-5.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.3% | -3.0% | +2.8% | +0.5% |
| 30D | +8.5% | +3.5% | +4.9% | +7.5% |
| 3M | +5.5% | +26.6% | -21.1% | -0.8% |
| 6M | -5.9% | +11.7% | -17.6% | -8.9% |
| YTD | -9.7% | +38.1% | -47.8% | -18.0% |
| 1Y | +3.6% | +33.4% | -29.8% | -5.2% |
| 3Y | +18.0% | +155.8% | -137.8% | -11.6% |
| 5Y | +109.4% | +214.0% | -104.6% | +39.6% |
| All | +178.5% | +184.1% | -5.6% | +92.3% |
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 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