+149.9%
XRT vs USFD
+339.9%
-190.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +0.9% | +3.0% | -2.1% | -0.1% |
| 30D | +7.9% | +11.1% | -3.1% | +4.1% |
| 3M | -0.2% | -0.3% | +0.1% | -0.2% |
| 6M | +5.6% | +15.9% | -10.3% | -0.4% |
| YTD | +5.7% | +41.6% | -36.0% | -7.9% |
| 1Y | +14.6% | +49.4% | -34.8% | -2.1% |
| 3Y | +50.7% | +157.8% | -107.2% | +5.9% |
| 5Y | -4.8% | +176.6% | -181.5% | -35.7% |
| 10Y | +152.6% | +375.4% | -222.7% | +31.0% |
| All | +149.9% | +339.9% | -190.0% | +33.1% |
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