+208.0%
USFD vs EXR
-1.3%
+209.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +8.4% | +1.7% | +6.6% | +7.8% |
| 30D | +12.7% | +18.0% | -5.3% | +6.9% |
| 3M | +1.1% | +9.7% | -8.5% | -1.9% |
| 6M | +30.2% | +13.4% | +16.7% | +24.8% |
| YTD | +45.8% | +26.3% | +19.6% | +35.2% |
| 1Y | +51.9% | +27.6% | +24.4% | +40.3% |
| 3Y | +158.5% | +52.2% | +106.3% | +119.7% |
| 5Y | +208.0% | -1.1% | +209.1% | +176.3% |
| All | +208.0% | -1.3% | +209.3% | +176.3% |
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