+144.1%
XRT vs USFD
+329.0%
-185.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | +0.8% | -3.0% | +3.8% | +1.9% |
| 30D | -4.2% | +3.5% | -7.7% | -5.5% |
| 3M | +5.1% | +26.6% | -21.5% | -3.6% |
| 6M | +2.4% | +11.7% | -9.3% | -2.1% |
| YTD | +3.2% | +38.1% | -34.9% | -9.1% |
| 1Y | +1.5% | +33.4% | -31.9% | -9.7% |
| 3Y | +40.6% | +155.8% | -115.3% | -0.9% |
| 5Y | -1.0% | +214.0% | -215.0% | -35.4% |
| 10Y | +128.4% | +320.4% | -191.9% | +22.2% |
| All | +144.1% | +329.0% | -185.0% | +31.3% |
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