+182.3%
XBI vs USFD
+352.6%
-170.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +3.2% | +12.3% | -9.1% | -0.4% |
| 3M | -1.1% | -0.7% | -0.4% | -1.2% |
| 6M | +16.1% | +31.3% | -15.2% | +6.4% |
| YTD | +28.3% | +45.7% | -17.4% | +13.0% |
| 1Y | +37.7% | +52.1% | -14.4% | +19.6% |
| 3Y | +134.9% | +158.2% | -23.3% | +73.4% |
| 5Y | +24.5% | +213.8% | -189.2% | -14.0% |
| 10Y | +139.4% | +367.0% | -227.6% | +41.8% |
| All | +182.3% | +352.6% | -170.3% | +65.6% |
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