-5.8%
XLC vs USFD
+49.6%
-55.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.5% | -5.0% | +3.1% |
| 7D | +1.8% | +7.8% | -6.1% | +1.4% |
| 30D | -6.0% | +16.2% | -22.1% | -6.4% |
| 3M | -6.0% | +11.0% | -17.0% | -6.4% |
| 6M | -9.1% | +20.7% | -29.8% | -9.3% |
| YTD | -10.0% | +46.0% | -56.0% | -11.0% |
| 1Y | -5.8% | +49.8% | -55.6% | -7.4% |
| All | -5.8% | +49.6% | -55.4% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling