+224.2%
XLF vs USFD
+369.2%
-145.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.9% | +8.4% | -6.5% | -0.8% |
| 30D | +6.5% | +12.7% | -6.2% | +2.3% |
| 3M | +1.2% | +1.1% | +0.1% | +0.5% |
| 6M | +14.6% | +30.2% | -15.6% | +4.3% |
| YTD | +7.7% | +45.8% | -38.1% | -6.6% |
| 1Y | +11.8% | +51.9% | -40.2% | -4.6% |
| 3Y | +80.1% | +158.5% | -78.4% | +27.6% |
| 5Y | +59.0% | +208.0% | -149.1% | +3.9% |
| 10Y | +224.2% | +376.6% | -152.4% | +80.3% |
| All | +224.2% | +369.2% | -145.1% | +80.3% |
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 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