+157.8%
USFD vs EXPD
+68.8%
+89.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | +3.0% | -7.2% | +10.1% | +3.6% |
| 30D | +11.1% | -3.3% | +14.3% | +11.3% |
| 3M | -0.3% | +3.4% | -3.7% | -0.8% |
| 6M | +15.9% | +22.7% | -6.8% | +13.2% |
| YTD | +41.6% | +24.5% | +17.1% | +35.8% |
| 1Y | +49.4% | +38.6% | +10.7% | +39.2% |
| 3Y | +157.8% | +71.5% | +86.3% | +121.0% |
| All | +157.8% | +68.8% | +89.0% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling