+124.6%
XLP vs USFD
+369.7%
-245.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +0.7% | +3.0% | -2.2% | +0.3% |
| 30D | +10.3% | +11.1% | -0.8% | +8.5% |
| 3M | +6.5% | -0.3% | +6.8% | +6.5% |
| 6M | +8.4% | +15.9% | -7.5% | +5.8% |
| YTD | +18.2% | +41.6% | -23.4% | +11.8% |
| 1Y | +22.4% | +49.4% | -27.0% | +14.8% |
| 3Y | +41.9% | +157.8% | -115.9% | +22.4% |
| 5Y | +40.9% | +176.6% | -135.8% | +18.7% |
| All | +124.6% | +369.7% | -245.1% | +72.9% |
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