+167.2%
XLE vs USFD
+369.7%
-202.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -12.0% | +3.0% | -14.9% | -13.2% |
| 30D | -2.7% | +11.1% | -13.8% | -6.7% |
| 3M | +6.6% | -0.3% | +6.9% | +5.9% |
| 6M | +9.5% | +15.9% | -6.4% | +2.5% |
| YTD | +40.6% | +41.6% | -1.1% | +20.7% |
| 1Y | +43.6% | +49.4% | -5.8% | +20.5% |
| 3Y | +58.1% | +157.8% | -99.8% | +6.1% |
| 5Y | +152.2% | +176.6% | -24.4% | +58.0% |
| All | +167.2% | +369.7% | -202.5% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling