+367.0%
USFD vs EXEL
+354.7%
+12.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.2% | -2.8% | +2.7% | +0.4% |
| 30D | +12.3% | +18.2% | -5.9% | +8.8% |
| 3M | -0.7% | +37.7% | -38.4% | -6.8% |
| 6M | +31.3% | +42.2% | -11.0% | +22.0% |
| YTD | +45.7% | +61.3% | -15.6% | +31.5% |
| 1Y | +52.1% | +64.5% | -12.4% | +36.6% |
| 3Y | +158.2% | +236.7% | -78.4% | +94.1% |
| 5Y | +213.8% | +296.3% | -82.5% | +124.7% |
| 10Y | +367.0% | +331.1% | +35.9% | +230.0% |
| All | +367.0% | +354.7% | +12.4% | +230.0% |
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