+371.2%
USFD vs XME
+294.4%
+76.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | +0.4% |
| 7D | +3.9% | +0.9% | +3.0% | +3.3% |
| 30D | +12.8% | -7.3% | +20.1% | +16.6% |
| 3M | +1.0% | -14.8% | +15.7% | +8.2% |
| 6M | +30.3% | -18.4% | +48.6% | +40.0% |
| YTD | +46.0% | -4.7% | +50.6% | +41.4% |
| 1Y | +49.6% | +5.7% | +43.9% | +36.4% |
| 3Y | +166.3% | +104.0% | +62.3% | +56.9% |
| 5Y | +208.4% | +122.4% | +86.0% | +62.9% |
| 10Y | +371.2% | +285.4% | +85.9% | +32.7% |
| All | +371.2% | +294.4% | +76.9% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling