+157.8%
USFD vs EXR
+69.9%
+87.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +3.0% | +5.2% | -2.2% | +1.5% |
| 30D | +11.1% | +20.9% | -9.8% | +5.3% |
| 3M | -0.3% | +7.7% | -8.0% | -2.4% |
| 6M | +15.9% | +13.2% | +2.7% | +11.9% |
| YTD | +41.6% | +26.5% | +15.1% | +33.2% |
| 1Y | +49.4% | +27.2% | +22.2% | +40.3% |
| 3Y | +157.8% | +71.5% | +86.3% | +145.5% |
| All | +157.8% | +69.9% | +87.9% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling