+163.9%
XLE vs USFD
+368.6%
-204.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | -0.5% |
| 7D | -7.9% | +3.9% | -11.8% | -9.4% |
| 30D | -4.8% | +12.8% | -17.7% | -9.2% |
| 3M | +8.4% | +1.0% | +7.4% | +7.2% |
| 6M | +12.7% | +30.3% | -17.6% | +1.1% |
| YTD | +41.3% | +46.0% | -4.7% | +20.0% |
| 1Y | +42.3% | +49.6% | -7.3% | +19.5% |
| 3Y | +65.1% | +166.3% | -101.2% | +9.5% |
| 5Y | +150.2% | +208.4% | -58.2% | +50.3% |
| 10Y | +163.9% | +371.2% | -207.3% | +34.1% |
| All | +163.9% | +368.6% | -204.7% | +34.1% |
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