+317.7%
USFD vs EXR
+122.6%
+195.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.1% |
| 7D | -3.0% | -2.6% | -0.5% | -2.1% |
| 30D | +3.5% | -7.2% | +10.7% | +6.4% |
| 3M | +26.6% | -3.5% | +30.1% | +28.2% |
| 6M | +11.7% | -5.3% | +17.0% | +13.7% |
| YTD | +38.1% | +9.4% | +28.8% | +33.4% |
| 1Y | +33.4% | +1.3% | +32.1% | +32.1% |
| 3Y | +155.8% | +22.4% | +133.4% | +129.5% |
| 5Y | +214.0% | -12.2% | +226.3% | +213.6% |
| 10Y | +320.4% | +148.6% | +171.8% | +184.2% |
| All | +317.7% | +122.6% | +195.1% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling