+329.7%
USFD vs XME
+401.9%
-72.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.5% |
| 7D | -3.3% | +3.6% | -7.0% | -5.1% |
| 30D | -5.3% | +3.6% | -9.0% | -7.3% |
| 3M | +18.8% | +1.2% | +17.6% | +16.6% |
| 6M | +14.3% | +9.0% | +5.2% | +6.3% |
| YTD | +36.9% | +15.9% | +20.9% | +21.4% |
| 1Y | +31.7% | +43.2% | -11.5% | +2.4% |
| 3Y | +164.5% | +137.4% | +27.1% | +47.8% |
| 5Y | +212.6% | +185.0% | +27.5% | +47.5% |
| 10Y | +329.7% | +409.5% | -79.8% | +17.7% |
| All | +329.7% | +401.9% | -72.2% | +17.7% |
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