+167.7%
XLB vs USFD
+368.6%
-200.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.0% |
| 7D | -1.4% | +3.9% | -5.3% | -2.5% |
| 30D | +7.1% | +12.8% | -5.7% | +3.4% |
| 3M | +0.6% | +1.0% | -0.4% | +0.1% |
| 6M | +3.5% | +30.3% | -26.8% | -4.5% |
| YTD | +18.2% | +46.0% | -27.7% | +4.9% |
| 1Y | +25.6% | +49.6% | -24.0% | +10.5% |
| 3Y | +46.7% | +166.3% | -119.6% | +8.7% |
| 5Y | +30.9% | +208.4% | -177.5% | -8.6% |
| 10Y | +167.7% | +371.2% | -203.5% | +64.8% |
| All | +167.7% | +368.6% | -200.9% | +64.8% |
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