+341.3%
USFD vs XPO
+1,748.0%
-1,406.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.3% | -3.2% | +1.2% |
| 7D | +3.9% | -1.9% | +5.8% | +4.4% |
| 30D | +12.8% | +2.5% | +10.4% | +11.9% |
| 3M | +1.0% | -7.2% | +8.2% | +2.9% |
| 6M | +30.3% | -8.1% | +38.3% | +32.3% |
| YTD | +46.0% | +38.3% | +7.6% | +29.3% |
| 1Y | +49.6% | +33.6% | +16.0% | +33.6% |
| 3Y | +166.3% | +133.1% | +33.2% | +86.1% |
| 5Y | +208.4% | +308.9% | -100.5% | +67.5% |
| 10Y | +371.2% | +1,371.8% | -1,000.5% | +99.7% |
| All | +341.3% | +1,748.0% | -1,406.6% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling