+47.7%
XLE vs USFD
+49.2%
-1.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.4% | +1.7% | +3.8% | +5.6% |
| 30D | -3.9% | +10.2% | -14.1% | -3.1% |
| 3M | +7.0% | -1.5% | +8.5% | +7.5% |
| 6M | +14.2% | +27.3% | -13.1% | +15.9% |
| YTD | +48.2% | +44.0% | +4.2% | +49.1% |
| 1Y | +47.7% | +50.4% | -2.7% | +48.9% |
| All | +47.7% | +49.2% | -1.5% | +48.9% |
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