+166.9%
XLE vs USFD
+215.4%
-48.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +5.4% | +1.7% | +3.8% | +5.1% |
| 30D | -3.9% | +10.2% | -14.1% | -5.9% |
| 3M | +7.0% | -1.5% | +8.5% | +7.1% |
| 6M | +14.2% | +27.3% | -13.1% | +8.0% |
| YTD | +48.2% | +44.0% | +4.2% | +34.8% |
| 1Y | +47.7% | +50.4% | -2.7% | +32.7% |
| 3Y | +70.0% | +153.6% | -83.6% | +33.4% |
| All | +166.9% | +215.4% | -48.5% | +91.6% |
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