+324.1%
USFD vs XYL
+135.4%
+188.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +0.8% |
| 7D | -3.0% | -5.0% | +2.0% | -0.1% |
| 30D | +3.5% | -13.2% | +16.7% | +12.2% |
| 3M | +26.6% | -3.7% | +30.3% | +28.5% |
| 6M | +11.7% | -17.7% | +29.4% | +23.9% |
| YTD | +38.1% | -21.5% | +59.7% | +56.4% |
| 1Y | +33.4% | -24.5% | +57.9% | +54.3% |
| 3Y | +155.8% | +6.9% | +148.9% | +130.1% |
| 5Y | +214.0% | -18.1% | +232.1% | +226.4% |
| All | +324.1% | +135.4% | +188.7% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling