+162.8%
USFD vs XYL
+8.6%
+154.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +0.3% |
| 7D | -3.0% | -5.0% | +2.0% | -1.3% |
| 30D | +3.5% | -13.2% | +16.7% | +8.6% |
| 3M | +26.6% | -3.7% | +30.3% | +27.8% |
| 6M | +11.7% | -17.7% | +29.4% | +19.1% |
| YTD | +38.1% | -21.5% | +59.7% | +49.2% |
| 1Y | +33.4% | -24.5% | +57.9% | +46.2% |
| All | +162.8% | +8.6% | +154.2% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling