+328.2%
USFD vs EXEL
+1,016.7%
-688.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.4% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +11.1% | +19.0% | -8.0% | +7.8% |
| 3M | -0.3% | +33.3% | -33.6% | -5.2% |
| 6M | +15.9% | +42.9% | -27.0% | +8.4% |
| YTD | +41.6% | +58.7% | -17.1% | +29.6% |
| 1Y | +49.4% | +70.5% | -21.1% | +34.8% |
| 3Y | +157.8% | +233.8% | -76.0% | +100.7% |
| 5Y | +176.6% | +259.3% | -82.7% | +109.8% |
| 10Y | +375.4% | +484.1% | -108.8% | +250.0% |
| All | +328.2% | +1,016.7% | -688.5% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling