+216.3%
USFD vs EXR
-11.8%
+228.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | 0.0% |
| 7D | -3.0% | -2.6% | -0.5% | -2.2% |
| 30D | +3.5% | -7.2% | +10.7% | +5.9% |
| 3M | +26.6% | -3.5% | +30.1% | +28.0% |
| 6M | +11.7% | -5.3% | +17.0% | +13.4% |
| YTD | +38.1% | +9.4% | +28.8% | +34.3% |
| 1Y | +33.4% | +1.3% | +32.1% | +32.4% |
| 3Y | +155.8% | +22.4% | +133.4% | +135.4% |
| All | +216.3% | -11.8% | +228.2% | +230.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling