+50.4%
USFD vs XME
-2.0%
+52.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | +10.2% | -6.1% | +16.3% | +10.4% |
| 3M | -1.5% | -18.6% | +17.1% | -0.6% |
| 6M | +27.3% | -23.9% | +51.2% | +29.1% |
| YTD | +44.0% | -9.3% | +53.3% | +35.0% |
| 1Y | +50.4% | +1.8% | +48.6% | +33.3% |
| All | +50.4% | -2.0% | +52.4% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling