+70.0%
XLI vs USFD
+204.0%
-134.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.8% | +2.8% |
| 7D | -0.5% | +3.9% | -4.4% | -1.8% |
| 30D | -0.2% | +12.8% | -13.1% | -4.2% |
| 3M | -8.6% | +1.0% | -9.5% | -9.1% |
| 6M | -2.0% | +30.3% | -32.2% | -11.0% |
| YTD | +9.7% | +46.0% | -36.2% | -5.3% |
| 1Y | +11.4% | +49.6% | -38.2% | -4.9% |
| 3Y | +74.2% | +166.3% | -92.1% | +19.2% |
| 5Y | +70.0% | +208.4% | -138.4% | +6.8% |
| All | +70.0% | +204.0% | -134.0% | +6.8% |
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