+235.2%
XLI vs USFD
+368.6%
-133.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.8% | +2.9% |
| 7D | -0.5% | +3.9% | -4.4% | -1.7% |
| 30D | -0.2% | +12.8% | -13.1% | -3.9% |
| 3M | -8.6% | +1.0% | -9.5% | -9.1% |
| 6M | -2.0% | +30.3% | -32.2% | -10.0% |
| YTD | +9.7% | +46.0% | -36.2% | -3.2% |
| 1Y | +11.4% | +49.6% | -38.2% | -2.6% |
| 3Y | +74.2% | +166.3% | -92.1% | +27.4% |
| 5Y | +70.0% | +208.4% | -138.4% | +16.6% |
| 10Y | +235.2% | +371.2% | -136.0% | +102.7% |
| All | +235.2% | +368.6% | -133.4% | +102.7% |
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