+51.9%
USFD vs EXEL
+72.0%
-20.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +8.4% | -2.4% | +10.8% | +8.6% |
| 30D | +12.7% | +17.9% | -5.2% | +11.7% |
| 3M | +1.1% | +33.3% | -32.1% | -0.6% |
| 6M | +30.2% | +46.6% | -16.4% | +25.7% |
| YTD | +45.8% | +61.0% | -15.2% | +39.8% |
| 1Y | +51.9% | +70.4% | -18.5% | +44.5% |
| All | +51.9% | +72.0% | -20.1% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling