+43.0%
XLC vs USFD
+207.9%
-164.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.5% | -0.2% | +3.6% | +3.5% |
| 30D | -2.6% | +12.3% | -14.9% | -6.5% |
| 3M | -2.1% | -0.7% | -1.4% | -2.2% |
| 6M | -5.5% | +31.3% | -36.7% | -14.8% |
| YTD | -6.9% | +45.7% | -52.6% | -20.9% |
| 1Y | -3.7% | +52.1% | -55.9% | -19.8% |
| 3Y | +64.2% | +158.2% | -94.0% | +7.3% |
| 5Y | +43.0% | +213.8% | -170.7% | -17.1% |
| All | +43.0% | +207.9% | -164.9% | -17.1% |
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