+152.6%
XRT vs USFD
+368.6%
-216.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.6% |
| 7D | +2.5% | +3.9% | -1.4% | +1.1% |
| 30D | +10.3% | +12.8% | -2.5% | +5.8% |
| 3M | +2.4% | +1.0% | +1.4% | +1.9% |
| 6M | +10.0% | +30.3% | -20.3% | -0.3% |
| YTD | +9.5% | +46.0% | -36.4% | -5.5% |
| 1Y | +17.2% | +49.6% | -32.5% | 0.0% |
| 3Y | +62.0% | +166.3% | -104.3% | +12.5% |
| 5Y | -2.1% | +208.4% | -210.5% | -36.0% |
| 10Y | +152.6% | +371.2% | -218.7% | +30.5% |
| All | +152.6% | +368.6% | -216.1% | +30.5% |
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 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