+371.2%
USFD vs XYL
+129.6%
+241.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.2% |
| 7D | +3.9% | +2.1% | +1.9% | +2.9% |
| 30D | +12.8% | -3.4% | +16.2% | +13.7% |
| 3M | +1.0% | -17.2% | +18.2% | +11.0% |
| 6M | +30.3% | -12.0% | +42.3% | +37.4% |
| YTD | +46.0% | -26.3% | +72.3% | +69.1% |
| 1Y | +49.6% | -33.5% | +83.1% | +84.5% |
| 3Y | +166.3% | +6.4% | +159.9% | +136.0% |
| 5Y | +208.4% | -20.9% | +229.3% | +223.2% |
| 10Y | +371.2% | +120.8% | +250.4% | +199.6% |
| All | +371.2% | +129.6% | +241.6% | +199.6% |
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