+115.9%
EXPE vs USFD
+369.2%
-253.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -11.2% | +8.4% | -19.6% | -14.8% |
| 30D | -7.5% | +12.7% | -20.2% | -12.9% |
| 3M | -19.1% | +1.1% | -20.2% | -19.4% |
| 6M | +10.7% | +30.2% | -19.4% | -4.6% |
| YTD | -9.9% | +45.8% | -55.8% | -28.8% |
| 1Y | -4.6% | +51.9% | -56.6% | -26.5% |
| 3Y | +116.8% | +158.5% | -41.7% | +22.2% |
| 5Y | +38.6% | +208.0% | -169.5% | -29.4% |
| 10Y | +115.9% | +376.6% | -260.7% | -13.6% |
| All | +115.9% | +369.2% | -253.4% | -13.6% |
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