+49.4%
XOP vs USFD
+339.9%
-290.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -14.7% | +3.0% | -17.7% | -16.1% |
| 30D | -7.7% | +11.1% | -18.7% | -12.1% |
| 3M | +4.4% | -0.3% | +4.7% | +3.6% |
| 6M | +3.5% | +15.9% | -12.3% | -4.2% |
| YTD | +39.4% | +41.6% | -2.2% | +16.5% |
| 1Y | +39.8% | +49.4% | -9.6% | +13.9% |
| 3Y | +29.7% | +157.8% | -128.2% | -17.9% |
| 5Y | +78.6% | +176.6% | -98.1% | +5.4% |
| 10Y | +51.8% | +375.4% | -323.5% | -27.3% |
| All | +49.4% | +339.9% | -290.5% | -25.8% |
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