+222.8%
USFD vs EXEL
+293.9%
-71.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.9% |
| 3M | -0.7% | +37.7% | -38.4% | -6.5% |
| 6M | +31.3% | +42.2% | -11.0% | +22.2% |
| YTD | +45.7% | +61.3% | -15.6% | +31.7% |
| 1Y | +52.1% | +64.5% | -12.4% | +36.8% |
| 3Y | +158.2% | +236.7% | -78.4% | +85.2% |
| All | +222.8% | +293.9% | -71.1% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling