+156.8%
EXPE vs USFD
+340.6%
-183.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.8% | -10.9% | -12.2% |
| 7D | -3.6% | +3.9% | -7.5% | -5.2% |
| 30D | +4.8% | +10.7% | -5.9% | -0.3% |
| 3M | -14.6% | +6.3% | -21.0% | -17.5% |
| 6M | +10.0% | +16.2% | -6.3% | +0.9% |
| YTD | -3.3% | +41.9% | -45.1% | -22.2% |
| 1Y | +28.4% | +44.2% | -15.8% | +2.2% |
| 3Y | +145.1% | +159.8% | -14.7% | +38.4% |
| 5Y | +51.6% | +177.1% | -125.5% | -18.0% |
| 10Y | +128.8% | +376.2% | -247.3% | -7.7% |
| All | +156.8% | +340.6% | -183.8% | +3.6% |
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 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