+110.2%
XLP vs USFD
+329.0%
-218.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.0% | -3.0% | +2.0% | -0.6% |
| 30D | -0.9% | +3.5% | -4.4% | -1.4% |
| 3M | +3.8% | +26.6% | -22.8% | +0.2% |
| 6M | -1.7% | +11.7% | -13.4% | -3.5% |
| YTD | +10.3% | +38.1% | -27.9% | +4.8% |
| 1Y | +7.8% | +33.4% | -25.6% | +2.9% |
| 3Y | +27.2% | +155.8% | -128.6% | +9.9% |
| 5Y | +32.5% | +214.0% | -181.5% | +10.0% |
| 10Y | +101.8% | +320.4% | -218.6% | +60.8% |
| All | +110.2% | +329.0% | -218.8% | +67.1% |
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 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