+328.2%
USFD vs XPO
+1,639.1%
-1,310.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +3.0% | -6.7% | +9.6% | +5.0% |
| 30D | +11.1% | -1.9% | +12.9% | +11.6% |
| 3M | -0.3% | -9.9% | +9.6% | +2.5% |
| 6M | +15.9% | -16.4% | +32.3% | +21.1% |
| YTD | +41.6% | +30.2% | +11.4% | +27.7% |
| 1Y | +49.4% | +29.9% | +19.5% | +34.4% |
| 3Y | +157.8% | +122.6% | +35.2% | +82.6% |
| 5Y | +176.6% | +278.9% | -102.3% | +53.7% |
| 10Y | +375.4% | +1,375.3% | -999.9% | +104.8% |
| All | +328.2% | +1,639.1% | -1,310.8% | +83.6% |
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