+248.3%
XOM vs USFD
+215.8%
+32.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +1.8% | -3.0% | +4.8% | +2.2% |
| 30D | +5.9% | +3.5% | +2.3% | +5.2% |
| 3M | +5.6% | +26.6% | -21.0% | +1.6% |
| 6M | +7.9% | +11.7% | -3.8% | +5.7% |
| YTD | +35.2% | +38.1% | -3.0% | +27.1% |
| 1Y | +46.0% | +33.4% | +12.6% | +38.0% |
| 3Y | +55.0% | +155.8% | -100.8% | +28.4% |
| All | +248.3% | +215.8% | +32.5% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling