+324.1%
USFD vs EXEL
+397.6%
-73.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.0% | +8.4% | -11.4% | -4.4% |
| 30D | +3.5% | +4.1% | -0.5% | +2.5% |
| 3M | +26.6% | +12.4% | +14.1% | +23.5% |
| 6M | +11.7% | +41.5% | -29.8% | +4.2% |
| YTD | +38.1% | +34.6% | +3.5% | +29.8% |
| 1Y | +33.4% | +57.9% | -24.5% | +21.1% |
| 3Y | +155.8% | +159.5% | -3.7% | +105.8% |
| 5Y | +214.0% | +198.5% | +15.6% | +142.5% |
| All | +324.1% | +397.6% | -73.4% | +214.9% |
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