+39.5%
EXPE vs USFD
+188.3%
-148.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -9.3% | +3.0% | -12.3% | -10.6% |
| 30D | +0.1% | +11.1% | -10.9% | -5.6% |
| 3M | -15.3% | -0.3% | -15.0% | -15.0% |
| 6M | +5.5% | +15.9% | -10.4% | -4.5% |
| YTD | -8.0% | +41.6% | -49.6% | -29.5% |
| 1Y | +18.9% | +49.4% | -30.5% | -12.5% |
| 3Y | +135.5% | +157.8% | -22.3% | +10.9% |
| All | +39.5% | +188.3% | -148.8% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling