+130.0%
XLP vs USFD
+353.3%
-223.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.5% | -5.1% | +2.1% |
| 7D | +5.9% | +7.8% | -2.0% | +4.7% |
| 30D | +13.5% | +16.2% | -2.7% | +10.9% |
| 3M | +8.4% | +11.0% | -2.6% | +6.6% |
| 6M | +11.5% | +20.7% | -9.2% | +8.2% |
| YTD | +20.6% | +46.0% | -25.3% | +13.6% |
| 1Y | +24.3% | +49.8% | -25.5% | +16.6% |
| 3Y | +45.1% | +167.3% | -122.2% | +24.5% |
| 5Y | +44.6% | +197.2% | -152.6% | +20.7% |
| 10Y | +133.1% | +389.9% | -256.8% | +82.6% |
| All | +130.0% | +353.3% | -223.3% | +81.2% |
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