+340.6%
USFD vs XLRE
+101.4%
+239.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | -1.2% | +1.0% | +0.9% |
| 30D | +12.3% | +6.4% | +6.0% | +6.6% |
| 3M | -0.7% | +2.0% | -2.7% | -2.3% |
| 6M | +31.3% | +1.8% | +29.5% | +29.0% |
| YTD | +45.7% | +13.2% | +32.5% | +30.1% |
| 1Y | +52.1% | +10.7% | +41.4% | +38.5% |
| 3Y | +158.2% | +43.7% | +114.5% | +80.0% |
| 5Y | +213.8% | +9.7% | +204.0% | +179.7% |
| 10Y | +367.0% | +112.8% | +254.2% | +161.0% |
| All | +340.6% | +101.4% | +239.2% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling