+166.5%
XLE vs USFD
+208.8%
-42.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +4.4% | +1.3% | +3.1% | +4.1% |
| 30D | -4.3% | +10.6% | -14.8% | -6.3% |
| 3M | +6.0% | -2.4% | +8.5% | +6.3% |
| 6M | +13.2% | +28.9% | -15.7% | +6.8% |
| YTD | +46.7% | +43.7% | +3.0% | +33.5% |
| 1Y | +46.6% | +48.5% | -1.9% | +32.1% |
| 3Y | +69.6% | +154.7% | -85.1% | +32.9% |
| 5Y | +166.5% | +218.4% | -51.9% | +89.9% |
| All | +166.5% | +208.8% | -42.2% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling