+354.1%
USFD vs EXPD
+335.0%
+19.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +1.7% | +5.5% | -3.9% | -0.5% |
| 30D | +10.2% | -0.8% | +11.0% | +10.3% |
| 3M | -1.5% | +4.1% | -5.6% | -3.4% |
| 6M | +27.3% | +25.7% | +1.7% | +15.3% |
| YTD | +44.0% | +31.4% | +12.6% | +24.9% |
| 1Y | +50.4% | +42.2% | +8.2% | +25.5% |
| 3Y | +153.6% | +77.2% | +76.4% | +84.2% |
| 5Y | +219.0% | +61.0% | +158.0% | +137.4% |
| All | +354.1% | +335.0% | +19.2% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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