+195.8%
XBI vs USFD
+329.0%
-133.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +0.9% | -3.0% | +3.9% | +1.8% |
| 30D | +7.1% | +3.5% | +3.5% | +5.9% |
| 3M | +22.9% | +26.6% | -3.7% | +14.1% |
| 6M | +29.7% | +11.7% | +18.0% | +24.9% |
| YTD | +34.5% | +38.1% | -3.7% | +20.6% |
| 1Y | +76.1% | +33.4% | +42.7% | +59.3% |
| 3Y | +103.2% | +155.8% | -52.6% | +50.6% |
| 5Y | +22.8% | +214.0% | -191.2% | -14.9% |
| 10Y | +176.3% | +320.4% | -144.1% | +67.4% |
| All | +195.8% | +329.0% | -133.2% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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