+341.0%
USFD vs EXEL
+1,032.9%
-691.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +8.4% | -2.4% | +10.8% | +8.8% |
| 30D | +12.7% | +17.9% | -5.2% | +9.6% |
| 3M | +1.1% | +33.3% | -32.1% | -3.9% |
| 6M | +30.2% | +46.6% | -16.4% | +21.2% |
| YTD | +45.8% | +61.0% | -15.2% | +33.1% |
| 1Y | +51.9% | +70.4% | -18.5% | +37.1% |
| 3Y | +158.5% | +236.1% | -77.6% | +100.9% |
| 5Y | +208.0% | +284.8% | -76.8% | +131.0% |
| 10Y | +376.6% | +348.4% | +28.2% | +250.2% |
| All | +341.0% | +1,032.9% | -691.9% | +227.6% |
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