+252.4%
XLI vs USFD
+322.5%
-70.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +1.0% | -3.3% | +4.3% | +2.0% |
| 30D | -5.8% | -5.3% | -0.5% | -4.3% |
| 3M | +0.7% | +18.8% | -18.1% | -4.6% |
| 6M | +3.2% | +14.3% | -11.1% | -1.4% |
| YTD | +13.0% | +36.9% | -23.8% | +1.8% |
| 1Y | +16.8% | +31.7% | -14.9% | +6.2% |
| 3Y | +72.4% | +164.5% | -92.1% | +26.4% |
| 5Y | +82.8% | +212.6% | -129.8% | +24.9% |
| 10Y | +252.4% | +329.7% | -77.3% | +110.8% |
| All | +252.4% | +322.5% | -70.1% | +110.8% |
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 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