+164.2%
XLB vs USFD
+369.2%
-205.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +0.5% | +8.4% | -7.9% | -1.8% |
| 30D | +6.9% | +12.7% | -5.8% | +3.3% |
| 3M | -0.2% | +1.1% | -1.3% | -0.7% |
| 6M | +3.3% | +30.2% | -26.9% | -4.6% |
| YTD | +18.0% | +45.8% | -27.8% | +4.8% |
| 1Y | +24.2% | +51.9% | -27.7% | +8.8% |
| 3Y | +44.7% | +158.5% | -113.8% | +8.2% |
| 5Y | +31.6% | +208.0% | -176.5% | -8.1% |
| 10Y | +164.2% | +376.6% | -212.4% | +61.9% |
| All | +164.2% | +369.2% | -205.0% | +61.9% |
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