+136.0%
XLC vs USFD
+192.2%
-56.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +3.7% | +1.7% | +2.1% | +3.3% |
| 30D | -1.9% | +10.2% | -12.1% | -4.2% |
| 3M | -3.1% | -1.5% | -1.6% | -3.0% |
| 6M | -6.4% | +27.3% | -33.7% | -12.0% |
| YTD | -6.8% | +44.0% | -50.8% | -15.6% |
| 1Y | -1.7% | +50.4% | -52.0% | -12.0% |
| 3Y | +64.7% | +153.6% | -88.9% | +29.5% |
| 5Y | +41.1% | +219.0% | -177.9% | +4.1% |
| All | +136.0% | +192.2% | -56.2% | +66.4% |
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 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