+51.9%
USFD vs XME
+1.1%
+50.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +8.4% | -0.2% | +8.5% | +8.3% |
| 30D | +12.7% | -9.2% | +21.9% | +13.2% |
| 3M | +1.1% | -17.8% | +18.9% | +2.0% |
| 6M | +30.2% | -20.0% | +50.2% | +31.4% |
| YTD | +45.8% | -6.6% | +52.4% | +37.2% |
| 1Y | +51.9% | +1.8% | +50.2% | +37.1% |
| All | +51.9% | +1.1% | +50.8% | +37.1% |
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