+49.9%
XLE vs USFD
+49.6%
+0.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.5% | -13.2% | -3.9% |
| 7D | -7.2% | +7.8% | -15.1% | -6.4% |
| 30D | +0.1% | +16.2% | -16.1% | +1.3% |
| 3M | +9.2% | +11.0% | -1.8% | +10.2% |
| 6M | +8.4% | +20.7% | -12.4% | +10.1% |
| YTD | +44.9% | +46.0% | -1.1% | +46.7% |
| 1Y | +49.9% | +49.8% | +0.1% | +52.2% |
| All | +49.9% | +49.6% | +0.3% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling