+224.1%
XLY vs USFD
+329.0%
-104.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -2.0% | -3.0% | +1.0% | -1.1% |
| 30D | -3.1% | +3.5% | -6.7% | -4.3% |
| 3M | -1.8% | +26.6% | -28.4% | -8.8% |
| 6M | -0.9% | +11.7% | -12.6% | -4.6% |
| YTD | -3.4% | +38.1% | -41.5% | -13.3% |
| 1Y | -1.5% | +33.4% | -34.9% | -10.9% |
| 3Y | +38.8% | +155.8% | -117.0% | +3.1% |
| 5Y | +30.5% | +214.0% | -183.5% | -9.4% |
| 10Y | +215.3% | +320.4% | -105.1% | +91.4% |
| All | +224.1% | +329.0% | -104.9% | +96.1% |
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