+44.2%
USFD vs EXPD
+42.2%
+2.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -3.5% |
| 7D | +3.9% | -4.8% | +8.7% | +3.1% |
| 30D | +10.7% | -1.5% | +12.2% | +10.3% |
| 3M | +6.3% | +4.1% | +2.2% | +7.0% |
| 6M | +16.2% | +24.0% | -7.8% | +20.9% |
| YTD | +41.9% | +27.4% | +14.5% | +39.0% |
| 1Y | +44.2% | +38.4% | +5.8% | +34.3% |
| All | +44.2% | +42.2% | +2.0% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling