+317.7%
USFD vs XPO
+1,797.8%
-1,480.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.8% | -1.7% |
| 7D | -3.0% | +2.4% | -5.4% | -3.8% |
| 30D | +3.5% | -3.5% | +7.1% | +4.4% |
| 3M | +26.6% | -11.9% | +38.5% | +30.5% |
| 6M | +11.7% | -10.0% | +21.7% | +13.8% |
| YTD | +38.1% | +42.1% | -3.9% | +21.5% |
| 1Y | +33.4% | +47.6% | -14.2% | +14.9% |
| 3Y | +155.8% | +153.6% | +2.2% | +73.0% |
| 5Y | +214.0% | +266.5% | -52.5% | +76.1% |
| 10Y | +320.4% | +1,460.4% | -1,140.1% | +76.8% |
| All | +317.7% | +1,797.8% | -1,480.1% | +74.7% |
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 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