+179.2%
XLE vs USFD
+340.6%
-161.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.0% |
| 7D | -10.3% | +3.9% | -14.2% | -11.8% |
| 30D | -3.3% | +10.7% | -14.0% | -7.2% |
| 3M | +8.2% | +6.3% | +1.8% | +5.0% |
| 6M | +5.0% | +16.2% | -11.2% | -1.8% |
| YTD | +40.6% | +41.9% | -1.3% | +20.7% |
| 1Y | +45.0% | +44.2% | +0.8% | +23.4% |
| 3Y | +56.3% | +159.8% | -103.5% | +4.8% |
| 5Y | +152.2% | +177.1% | -24.9% | +58.3% |
| 10Y | +173.0% | +376.2% | -203.2% | +32.1% |
| All | +179.2% | +340.6% | -161.4% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling