+173.9%
XLE vs USFD
+375.5%
-201.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | -4.0% | +12.3% | -16.3% | -8.3% |
| 3M | +4.6% | -0.7% | +5.3% | +4.1% |
| 6M | +12.3% | +31.3% | -19.0% | +0.5% |
| YTD | +44.5% | +45.7% | -1.2% | +22.9% |
| 1Y | +42.4% | +52.1% | -9.7% | +18.8% |
| 3Y | +67.0% | +158.2% | -91.2% | +12.1% |
| 5Y | +161.9% | +213.8% | -51.8% | +56.1% |
| 10Y | +173.9% | +367.0% | -193.2% | +37.3% |
| All | +173.9% | +375.5% | -201.7% | +37.3% |
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