+265.9%
XLF vs USFD
+329.0%
-63.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | 0.0% | -3.0% | +3.0% | +1.0% |
| 30D | +0.2% | +3.5% | -3.4% | -1.1% |
| 3M | +11.7% | +26.6% | -14.9% | +3.1% |
| 6M | +13.8% | +11.7% | +2.1% | +9.0% |
| YTD | +7.0% | +38.1% | -31.1% | -5.3% |
| 1Y | +9.1% | +33.4% | -24.2% | -2.4% |
| 3Y | +75.6% | +155.8% | -80.2% | +25.2% |
| 5Y | +66.4% | +214.0% | -147.6% | +8.4% |
| 10Y | +250.3% | +320.4% | -70.1% | +97.9% |
| All | +265.9% | +329.0% | -63.2% | +106.3% |
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 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