+153.8%
XEL vs USFD
+329.0%
-175.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -1.0% | -3.0% | +2.1% | -0.6% |
| 30D | -1.9% | +3.5% | -5.4% | -2.4% |
| 3M | -1.9% | +26.6% | -28.5% | -5.0% |
| 6M | -7.4% | +11.7% | -19.2% | -9.0% |
| YTD | +4.1% | +38.1% | -34.1% | -0.7% |
| 1Y | +8.0% | +33.4% | -25.3% | +3.5% |
| 3Y | +48.4% | +155.8% | -107.4% | +30.0% |
| 5Y | +27.2% | +214.0% | -186.8% | +7.1% |
| 10Y | +146.8% | +320.4% | -173.6% | +94.4% |
| All | +153.8% | +329.0% | -175.3% | +99.7% |
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