+214.3%
USFD vs XPO
+306.2%
-91.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.4% |
| 7D | +1.7% | +9.0% | -7.3% | -0.6% |
| 30D | +10.2% | +4.2% | +6.0% | +8.9% |
| 3M | -1.5% | -8.7% | +7.2% | +0.6% |
| 6M | +27.3% | -2.8% | +30.1% | +27.3% |
| YTD | +44.0% | +41.9% | +2.1% | +27.5% |
| 1Y | +50.4% | +42.3% | +8.0% | +32.6% |
| 3Y | +153.6% | +127.3% | +26.3% | +77.9% |
| All | +214.3% | +306.2% | -91.9% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling