+214.3%
USFD vs XME
+108.0%
+106.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | +10.2% | -6.1% | +16.3% | +12.2% |
| 3M | -1.5% | -18.6% | +17.1% | +4.8% |
| 6M | +27.3% | -23.9% | +51.2% | +37.4% |
| YTD | +44.0% | -9.3% | +53.3% | +42.6% |
| 1Y | +50.4% | +1.8% | +48.6% | +41.5% |
| 3Y | +153.6% | +93.0% | +60.6% | +69.0% |
| All | +214.3% | +108.0% | +106.3% | +85.5% |
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