+31.0%
XLV vs USFD
+145.6%
-114.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.3% |
| 7D | -4.4% | -8.0% | +3.6% | -2.8% |
| 30D | -1.4% | -13.1% | +11.7% | +1.3% |
| 3M | +8.9% | +6.5% | +2.3% | +7.4% |
| 6M | +9.1% | +5.7% | +3.4% | +7.7% |
| YTD | +7.9% | +27.5% | -19.6% | +1.8% |
| 1Y | +22.7% | +23.4% | -0.7% | +16.6% |
| All | +31.0% | +145.6% | -114.6% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling