+354.1%
USFD vs EXEL
+320.7%
+33.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | +10.2% | +13.1% | -3.0% | +7.6% |
| 3M | -1.5% | +36.3% | -37.8% | -7.3% |
| 6M | +27.3% | +34.5% | -7.2% | +19.6% |
| YTD | +44.0% | +57.4% | -13.4% | +30.6% |
| 1Y | +50.4% | +62.9% | -12.6% | +35.3% |
| 3Y | +153.6% | +229.5% | -75.9% | +91.4% |
| 5Y | +219.0% | +281.2% | -62.2% | +130.3% |
| All | +354.1% | +320.7% | +33.4% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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