+49.8%
USFD vs XYL
-30.7%
+80.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.0% | +3.5% | +7.4% |
| 7D | +7.8% | +14.5% | -6.7% | +5.2% |
| 30D | +16.2% | -1.3% | +17.5% | +15.4% |
| 3M | +11.0% | -17.0% | +28.0% | +14.7% |
| 6M | +20.7% | -11.3% | +32.0% | +23.2% |
| YTD | +46.0% | -25.0% | +70.9% | +51.5% |
| 1Y | +49.8% | -31.5% | +81.3% | +69.3% |
| All | +49.8% | -30.7% | +80.5% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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