+195.5%
USFD vs XLRE
+6.4%
+189.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -4.7% |
| 7D | -7.0% | -0.7% | -6.3% | -6.5% |
| 30D | -10.3% | -2.2% | -8.1% | -8.9% |
| 3M | +9.2% | -2.6% | +11.8% | +11.1% |
| 6M | +7.4% | +2.6% | +4.8% | +5.4% |
| YTD | +29.4% | +9.3% | +20.1% | +21.6% |
| 1Y | +24.8% | +7.2% | +17.6% | +18.8% |
| 3Y | +150.0% | +31.3% | +118.7% | +102.7% |
| 5Y | +195.5% | +8.1% | +187.3% | +184.2% |
| All | +195.5% | +6.4% | +189.0% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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