+192.6%
USFD vs XME
+110.8%
+81.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.5% | -1.2% |
| 7D | +3.0% | -4.5% | +7.4% | +4.4% |
| 30D | +11.1% | -10.9% | +21.9% | +15.0% |
| 3M | -0.3% | -15.3% | +15.0% | +4.6% |
| 6M | +15.9% | -24.6% | +40.5% | +25.4% |
| YTD | +41.6% | -9.6% | +51.3% | +40.5% |
| 1Y | +49.4% | +2.9% | +46.5% | +40.0% |
| 3Y | +157.8% | +86.9% | +70.9% | +75.8% |
| All | +192.6% | +110.8% | +81.8% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling