+266.5%
XLF vs USFD
+353.4%
-86.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.5% |
| 7D | +0.7% | +3.9% | -3.2% | -0.6% |
| 30D | +6.0% | +12.8% | -6.9% | +1.8% |
| 3M | +1.0% | +1.0% | +0.1% | +0.4% |
| 6M | +14.0% | +30.3% | -16.3% | +3.8% |
| YTD | +7.2% | +46.0% | -38.8% | -7.0% |
| 1Y | +11.6% | +49.6% | -38.0% | -4.1% |
| 3Y | +81.2% | +166.3% | -85.1% | +27.4% |
| 5Y | +57.9% | +208.4% | -150.5% | +3.5% |
| 10Y | +234.4% | +371.2% | -136.8% | +84.5% |
| All | +266.5% | +353.4% | -86.9% | +102.5% |
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