+359.6%
USFD vs XME
+274.0%
+85.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.4% |
| 7D | -0.2% | +1.5% | -1.7% | -1.0% |
| 30D | +12.3% | -7.3% | +19.6% | +16.1% |
| 3M | -0.7% | -17.4% | +16.7% | +8.1% |
| 6M | +31.3% | -21.8% | +53.1% | +44.4% |
| YTD | +45.7% | -6.0% | +51.7% | +42.1% |
| 1Y | +52.1% | +3.8% | +48.3% | +40.0% |
| 3Y | +158.2% | +100.0% | +58.2% | +53.7% |
| 5Y | +213.8% | +116.1% | +97.7% | +68.7% |
| All | +359.6% | +274.0% | +85.6% | +35.2% |
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