+134.0%
XLC vs USFD
+196.0%
-62.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +6.2% | +8.4% | -2.1% | +4.2% |
| 30D | -2.4% | +12.7% | -15.1% | -5.2% |
| 3M | -3.3% | +1.1% | -4.4% | -3.8% |
| 6M | -7.3% | +30.2% | -37.5% | -13.3% |
| YTD | -7.6% | +45.8% | -53.5% | -16.6% |
| 1Y | -3.7% | +51.9% | -55.6% | -14.0% |
| 3Y | +62.9% | +158.5% | -95.5% | +27.5% |
| 5Y | +41.6% | +208.0% | -166.4% | +5.1% |
| All | +134.0% | +196.0% | -62.0% | +64.5% |
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