+215.2%
XLY vs USFD
+307.1%
-91.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -1.7% | -8.4% | +6.7% | +0.8% |
| 30D | -4.2% | -14.1% | +9.9% | +0.1% |
| 3M | -2.7% | +4.5% | -7.2% | -4.3% |
| 6M | -0.6% | +4.4% | -5.0% | -2.5% |
| YTD | -5.0% | +26.6% | -31.6% | -12.7% |
| 1Y | -4.1% | +19.4% | -23.5% | -10.4% |
| 3Y | +33.6% | +144.6% | -111.0% | +0.4% |
| 5Y | +28.7% | +194.5% | -165.8% | -9.0% |
| All | +215.2% | +307.1% | -91.9% | +92.0% |
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