+37.7%
XLC vs USFD
+215.8%
-178.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.8% | -3.0% | +2.2% | +0.1% |
| 30D | +1.0% | +3.5% | -2.5% | -0.3% |
| 3M | -0.7% | +26.6% | -27.3% | -8.8% |
| 6M | -5.1% | +11.7% | -16.8% | -9.3% |
| YTD | -4.3% | +38.1% | -42.4% | -16.5% |
| 1Y | -0.6% | +33.4% | -33.9% | -12.3% |
| 3Y | +72.7% | +155.8% | -83.1% | +14.9% |
| All | +37.7% | +215.8% | -178.2% | -18.9% |
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