+43.6%
XLE vs USFD
+46.1%
-2.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -12.0% | +3.0% | -14.9% | -11.6% |
| 30D | -2.7% | +11.1% | -13.8% | -1.9% |
| 3M | +6.6% | -0.3% | +6.9% | +7.0% |
| 6M | +9.5% | +15.9% | -6.4% | +10.9% |
| YTD | +40.6% | +41.6% | -1.1% | +41.3% |
| 1Y | +43.6% | +49.4% | -5.8% | +44.8% |
| All | +43.6% | +46.1% | -2.5% | +44.8% |
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