+317.7%
USFD vs XLRE
+96.7%
+220.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.3% |
| 7D | -3.0% | -1.2% | -1.8% | -1.9% |
| 30D | +3.5% | -2.8% | +6.3% | +6.0% |
| 3M | +26.6% | -0.2% | +26.8% | +26.5% |
| 6M | +11.7% | +1.9% | +9.8% | +9.3% |
| YTD | +38.1% | +10.6% | +27.6% | +25.7% |
| 1Y | +33.4% | +8.8% | +24.6% | +23.0% |
| 3Y | +155.8% | +31.5% | +124.3% | +92.7% |
| 5Y | +214.0% | +6.6% | +207.5% | +186.4% |
| 10Y | +320.4% | +84.0% | +236.3% | +152.2% |
| All | +317.7% | +96.7% | +220.9% | +142.9% |
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