+146.7%
XEL vs USFD
+322.5%
-175.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +1.3% | -3.3% | +4.7% | +1.8% |
| 30D | -1.5% | -5.3% | +3.8% | -0.8% |
| 3M | -0.2% | +18.8% | -19.0% | -2.6% |
| 6M | -5.4% | +14.3% | -19.7% | -7.3% |
| YTD | +5.6% | +36.9% | -31.2% | +0.9% |
| 1Y | +10.5% | +31.7% | -21.3% | +5.9% |
| 3Y | +49.2% | +164.5% | -115.3% | +30.0% |
| 5Y | +30.1% | +212.6% | -182.5% | +9.3% |
| 10Y | +146.7% | +329.7% | -183.0% | +88.0% |
| All | +146.7% | +322.5% | -175.8% | +88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling