+214.3%
USFD vs EXR
-1.8%
+216.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | +10.2% | +18.2% | -8.1% | +4.4% |
| 3M | -1.5% | +7.3% | -8.8% | -3.7% |
| 6M | +27.3% | +13.8% | +13.5% | +22.0% |
| YTD | +44.0% | +25.9% | +18.1% | +33.6% |
| 1Y | +50.4% | +25.8% | +24.5% | +39.5% |
| 3Y | +153.6% | +53.7% | +99.9% | +114.8% |
| All | +214.3% | -1.8% | +216.0% | +190.4% |
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