+208.0%
USFD vs EXPD
+60.8%
+147.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +8.4% | -7.4% | +15.8% | +10.5% |
| 30D | +12.7% | -2.1% | +14.8% | +13.2% |
| 3M | +1.1% | +5.7% | -4.6% | -0.7% |
| 6M | +30.2% | +21.4% | +8.8% | +22.7% |
| YTD | +45.8% | +27.6% | +18.2% | +32.8% |
| 1Y | +51.9% | +36.1% | +15.8% | +34.8% |
| 3Y | +158.5% | +69.9% | +88.6% | +103.5% |
| 5Y | +208.0% | +59.7% | +148.4% | +129.8% |
| All | +208.0% | +60.8% | +147.2% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling