+249.6%
XLI vs USFD
+339.9%
-90.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.8% | +3.0% | -5.8% | -3.8% |
| 30D | -3.1% | +11.1% | -14.1% | -6.2% |
| 3M | -11.7% | -0.3% | -11.4% | -11.9% |
| 6M | -7.6% | +15.9% | -23.4% | -12.1% |
| YTD | +5.7% | +41.6% | -35.9% | -5.9% |
| 1Y | +7.8% | +49.4% | -41.6% | -5.7% |
| 3Y | +67.4% | +157.8% | -90.5% | +23.8% |
| 5Y | +64.8% | +176.6% | -111.8% | +16.7% |
| 10Y | +241.2% | +375.4% | -134.2% | +103.2% |
| All | +249.6% | +339.9% | -90.3% | +109.7% |
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 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