+136.6%
XLU vs USFD
+310.2%
-173.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -1.2% | -8.0% | +6.8% | +0.2% |
| 30D | -2.5% | -13.1% | +10.5% | -0.3% |
| 3M | -2.7% | +6.5% | -9.3% | -3.9% |
| 6M | -7.5% | +5.7% | -13.2% | -8.6% |
| YTD | +0.9% | +27.5% | -26.6% | -3.6% |
| 1Y | +3.3% | +23.4% | -20.1% | -0.9% |
| 3Y | +47.3% | +146.4% | -99.1% | +25.1% |
| 5Y | +44.4% | +196.8% | -152.3% | +16.8% |
| All | +136.6% | +310.2% | -173.6% | +74.9% |
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