+205.4%
XOM vs USFD
+359.9%
-154.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.8% | +1.7% | +1.2% | +2.3% |
| 30D | -3.6% | +10.2% | -13.8% | -6.6% |
| 3M | +8.2% | -1.5% | +9.7% | +8.1% |
| 6M | +14.0% | +27.3% | -13.3% | +5.4% |
| YTD | +44.6% | +44.0% | +0.6% | +27.6% |
| 1Y | +47.8% | +50.4% | -2.6% | +28.5% |
| 3Y | +79.6% | +153.6% | -74.0% | +31.0% |
| 5Y | +214.3% | +219.0% | -4.7% | +105.8% |
| All | +205.4% | +359.9% | -154.5% | +73.7% |
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