+33.4%
USFD vs XPO
+53.4%
-20.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.8% | -0.7% |
| 7D | -3.0% | +2.4% | -5.4% | -3.2% |
| 30D | +3.5% | -3.5% | +7.1% | +3.8% |
| 3M | +26.6% | -11.9% | +38.5% | +27.9% |
| 6M | +11.7% | -10.0% | +21.7% | +12.5% |
| YTD | +38.1% | +42.1% | -3.9% | +31.3% |
| 1Y | +33.4% | +47.6% | -14.2% | +26.2% |
| All | +33.4% | +53.4% | -20.0% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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