+43.3%
XOP vs USFD
+156.3%
-113.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +6.3% | +1.7% | +4.7% | +6.1% |
| 30D | -6.6% | +10.2% | -16.7% | -8.1% |
| 3M | +3.6% | -1.5% | +5.0% | +4.0% |
| 6M | +10.8% | +27.3% | -16.6% | +5.1% |
| YTD | +48.3% | +44.0% | +4.3% | +31.8% |
| 1Y | +42.9% | +50.4% | -7.4% | +24.7% |
| 3Y | +43.3% | +153.6% | -110.3% | -3.0% |
| All | +43.3% | +156.3% | -113.0% | -3.0% |
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 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