+23.4%
USFD vs XPO
+38.9%
-15.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -8.0% | -1.3% | -6.7% | -7.9% |
| 30D | -13.1% | -10.4% | -2.7% | -12.2% |
| 3M | +6.5% | -15.7% | +22.2% | +8.0% |
| 6M | +5.7% | -6.3% | +12.1% | +6.5% |
| YTD | +27.5% | +34.2% | -6.6% | +21.9% |
| 1Y | +23.4% | +39.9% | -16.5% | +17.4% |
| All | +23.4% | +38.9% | -15.5% | +17.4% |
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