+54.6%
XLE vs USFD
+156.9%
-102.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.2% | -3.0% | +5.2% | +2.7% |
| 30D | +11.8% | +3.5% | +8.2% | +11.0% |
| 3M | +9.8% | +26.6% | -16.7% | +5.0% |
| 6M | +15.6% | +11.7% | +3.9% | +13.0% |
| YTD | +45.3% | +38.1% | +7.1% | +33.7% |
| 1Y | +48.3% | +33.4% | +14.9% | +37.6% |
| All | +54.6% | +156.9% | -102.3% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling