+317.7%
USFD vs XME
+508.7%
-191.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +3.5% | +6.0% | -2.5% | +0.3% |
| 3M | +26.6% | -7.7% | +34.3% | +29.7% |
| 6M | +11.7% | +1.0% | +10.7% | +8.2% |
| YTD | +38.1% | +14.6% | +23.5% | +23.7% |
| 1Y | +33.4% | +46.0% | -12.6% | +3.5% |
| 3Y | +155.8% | +127.0% | +28.8% | +49.8% |
| 5Y | +214.0% | +175.8% | +38.2% | +56.0% |
| 10Y | +320.4% | +414.6% | -94.3% | +25.7% |
| All | +317.7% | +508.7% | -191.0% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling