+31.0%
XLB vs USFD
+207.9%
-177.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.6% | -0.2% | -1.5% | -1.6% |
| 30D | +7.2% | +12.3% | -5.1% | +2.9% |
| 3M | 0.0% | -0.7% | +0.7% | 0.0% |
| 6M | +2.3% | +31.3% | -29.0% | -7.6% |
| YTD | +18.4% | +45.7% | -27.3% | +1.6% |
| 1Y | +23.3% | +52.1% | -28.8% | +3.9% |
| 3Y | +45.2% | +158.2% | -113.1% | -2.2% |
| 5Y | +31.0% | +213.8% | -182.8% | -21.0% |
| All | +31.0% | +207.9% | -177.0% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling