+852.7%
XLK vs USFD
+329.0%
+523.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +0.9% | -3.0% | +3.9% | +1.6% |
| 30D | +0.7% | +3.5% | -2.8% | -0.2% |
| 3M | -2.9% | +26.6% | -29.5% | -9.0% |
| 6M | +34.3% | +11.7% | +22.5% | +29.6% |
| YTD | +30.4% | +38.1% | -7.7% | +18.4% |
| 1Y | +43.4% | +33.4% | +10.0% | +31.1% |
| 3Y | +116.8% | +155.8% | -39.0% | +67.2% |
| 5Y | +144.0% | +214.0% | -70.0% | +77.1% |
| 10Y | +778.8% | +320.4% | +458.4% | +481.8% |
| All | +852.7% | +329.0% | +523.6% | +528.3% |
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