+127.5%
XLC vs USFD
+187.4%
-59.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +4.9% | +3.0% | +1.9% | +4.1% |
| 30D | -5.8% | +11.1% | -16.9% | -8.2% |
| 3M | -5.4% | -0.3% | -5.2% | -5.6% |
| 6M | -10.2% | +15.9% | -26.1% | -13.7% |
| YTD | -10.2% | +41.6% | -51.8% | -18.3% |
| 1Y | -5.6% | +49.4% | -55.0% | -15.4% |
| 3Y | +61.0% | +157.8% | -96.8% | +26.1% |
| 5Y | +35.2% | +176.6% | -141.4% | +2.5% |
| All | +127.5% | +187.4% | -59.9% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling