+175.3%
XEL vs USFD
+368.6%
-193.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | +0.2% |
| 7D | +1.1% | +3.9% | -2.9% | +0.5% |
| 30D | +8.7% | +12.8% | -4.2% | +6.8% |
| 3M | +3.5% | +1.0% | +2.5% | +3.3% |
| 6M | +2.6% | +30.3% | -27.7% | -1.2% |
| YTD | +11.1% | +46.0% | -34.9% | +5.1% |
| 1Y | +2.2% | +49.6% | -47.5% | -3.7% |
| 3Y | +51.1% | +166.3% | -115.2% | +31.5% |
| 5Y | +48.0% | +208.4% | -160.4% | +24.7% |
| 10Y | +175.3% | +371.2% | -195.9% | +110.1% |
| All | +175.3% | +368.6% | -193.3% | +110.1% |
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