+251.6%
XLF vs USFD
+306.5%
-55.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.4% |
| 7D | -1.0% | -7.0% | +6.0% | +1.3% |
| 30D | -1.3% | -10.3% | +9.0% | +2.1% |
| 3M | +9.1% | +9.2% | 0.0% | +5.6% |
| 6M | +14.4% | +7.4% | +6.9% | +10.8% |
| YTD | +5.1% | +29.4% | -24.3% | -5.1% |
| 1Y | +8.6% | +24.8% | -16.2% | -0.9% |
| 3Y | +74.4% | +150.0% | -75.6% | +24.9% |
| 5Y | +64.4% | +195.5% | -131.1% | +8.8% |
| 10Y | +251.6% | +315.7% | -64.1% | +100.7% |
| All | +251.6% | +306.5% | -55.0% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling