+63.3%
XOP vs USFD
+329.0%
-265.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | +2.6% | -3.0% | +5.6% | +3.8% |
| 30D | +15.4% | +3.5% | +11.9% | +13.6% |
| 3M | +12.1% | +26.6% | -14.5% | +1.0% |
| 6M | +19.7% | +11.7% | +8.0% | +12.8% |
| YTD | +52.4% | +38.1% | +14.3% | +29.8% |
| 1Y | +47.6% | +33.4% | +14.2% | +27.0% |
| 3Y | +34.4% | +155.8% | -121.5% | -14.2% |
| 5Y | +154.4% | +214.0% | -59.6% | +42.6% |
| 10Y | +54.7% | +320.4% | -265.7% | -22.6% |
| All | +63.3% | +329.0% | -265.8% | -17.4% |
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