+35.8%
XLC vs USFD
+188.3%
-152.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +4.9% | +3.0% | +1.9% | +3.7% |
| 30D | -5.8% | +11.1% | -16.9% | -9.3% |
| 3M | -5.4% | -0.3% | -5.2% | -5.7% |
| 6M | -10.2% | +15.9% | -26.1% | -15.4% |
| YTD | -10.2% | +41.6% | -51.8% | -22.9% |
| 1Y | -5.6% | +49.4% | -55.0% | -21.0% |
| 3Y | +61.0% | +157.8% | -96.8% | +5.1% |
| All | +35.8% | +188.3% | -152.5% | -19.6% |
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