+127.5%
XLP vs USFD
+370.5%
-243.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.3% |
| 7D | +3.5% | +3.9% | -0.4% | +2.9% |
| 30D | +11.6% | +10.7% | +0.9% | +9.9% |
| 3M | +7.6% | +6.3% | +1.3% | +6.5% |
| 6M | +10.0% | +16.2% | -6.2% | +7.4% |
| YTD | +19.7% | +41.9% | -22.1% | +13.3% |
| 1Y | +23.5% | +44.2% | -20.7% | +16.4% |
| 3Y | +44.0% | +159.8% | -115.8% | +24.1% |
| 5Y | +42.7% | +177.1% | -134.4% | +20.2% |
| All | +127.5% | +370.5% | -243.0% | +75.1% |
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