+329.7%
USFD vs XPO
+1,450.2%
-1,120.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | -3.3% | +2.7% | -6.0% | -4.2% |
| 30D | -5.3% | -6.2% | +0.9% | -3.7% |
| 3M | +18.8% | -15.4% | +34.2% | +24.2% |
| 6M | +14.3% | +0.7% | +13.5% | +12.6% |
| YTD | +36.9% | +39.8% | -3.0% | +20.2% |
| 1Y | +31.7% | +43.3% | -11.6% | +13.6% |
| 3Y | +164.5% | +166.0% | -1.6% | +71.8% |
| 5Y | +212.6% | +274.2% | -61.6% | +68.1% |
| 10Y | +329.7% | +1,429.0% | -1,099.3% | +62.2% |
| All | +329.7% | +1,450.2% | -1,120.5% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling