+341.3%
USFD vs XYL
+151.2%
+190.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| 6M | +30.3% | -12.0% | +42.3% | +37.3% |
| YTD | +46.0% | -26.3% | +72.3% | +68.7% |
| 1Y | +49.6% | -33.5% | +83.1% | +83.9% |
| 3Y | +166.3% | +6.4% | +159.9% | +136.9% |
| 5Y | +208.4% | -20.9% | +229.3% | +222.9% |
| 10Y | +371.2% | +120.8% | +250.4% | +203.4% |
| All | +341.3% | +151.2% | +190.1% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling