+362.2%
USFD vs EXR
+221.5%
+140.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +3.0% | +5.2% | -2.2% | +1.1% |
| 30D | +11.1% | +20.9% | -9.8% | +3.6% |
| 3M | -0.3% | +7.7% | -8.0% | -3.0% |
| 6M | +15.9% | +13.2% | +2.7% | +10.6% |
| YTD | +41.6% | +26.5% | +15.1% | +29.6% |
| 1Y | +49.4% | +27.2% | +22.2% | +36.3% |
| 3Y | +157.8% | +71.5% | +86.3% | +102.6% |
| 5Y | +176.6% | +0.4% | +176.3% | +163.9% |
| All | +362.2% | +221.5% | +140.7% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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