+599.5%
XYZ vs USFD
+369.7%
+229.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +12.1% | +3.0% | +9.2% | +10.9% |
| 30D | +12.4% | +11.1% | +1.3% | +7.3% |
| 3M | +8.2% | -0.3% | +8.5% | +8.2% |
| 6M | +20.7% | +15.9% | +4.8% | +11.2% |
| YTD | +31.3% | +41.6% | -10.3% | +7.4% |
| 1Y | +20.5% | +49.4% | -28.9% | -4.4% |
| 3Y | +72.6% | +157.8% | -85.2% | +5.5% |
| 5Y | -64.0% | +176.6% | -240.6% | -78.4% |
| All | +599.5% | +369.7% | +229.8% | +195.1% |
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 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