+32.9%
USFD vs XME
+41.1%
-8.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +3.5% | +6.0% | -2.5% | +3.3% |
| 3M | +26.6% | -7.7% | +34.3% | +27.8% |
| 6M | +11.7% | +1.0% | +10.7% | +11.2% |
| YTD | +38.1% | +14.6% | +23.5% | +33.4% |
| All | +32.9% | +41.1% | -8.2% | +24.3% |
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