+317.7%
USFD vs EXPD
+341.6%
-24.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.7% |
| 7D | -3.0% | -1.1% | -1.9% | -2.6% |
| 30D | +3.5% | +4.1% | -0.5% | +1.8% |
| 3M | +26.6% | +17.9% | +8.7% | +18.1% |
| 6M | +11.7% | +29.2% | -17.5% | -0.1% |
| YTD | +38.1% | +27.4% | +10.8% | +21.9% |
| 1Y | +33.4% | +56.8% | -23.4% | +6.1% |
| 3Y | +155.8% | +68.0% | +87.8% | +91.6% |
| 5Y | +214.0% | +61.9% | +152.2% | +132.1% |
| 10Y | +320.4% | +316.0% | +4.4% | +108.3% |
| All | +317.7% | +341.6% | -24.0% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling