+65.5%
XLF vs USFD
+214.9%
-149.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | +0.2% | -3.3% | +3.5% | +1.3% |
| 30D | -0.5% | -5.3% | +4.8% | +1.3% |
| 3M | +10.6% | +18.8% | -8.1% | +3.8% |
| 6M | +14.3% | +14.3% | 0.0% | +8.3% |
| YTD | +5.5% | +36.9% | -31.3% | -7.6% |
| 1Y | +9.6% | +31.7% | -22.1% | -2.8% |
| 3Y | +75.2% | +164.5% | -89.3% | +16.9% |
| 5Y | +65.5% | +212.6% | -147.1% | -1.8% |
| All | +65.5% | +214.9% | -149.3% | -1.8% |
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