+634.6%
XYZ vs USFD
+369.2%
+265.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | +12.6% | +8.4% | +4.2% | +8.8% |
| 30D | +10.8% | +12.7% | -2.0% | +5.1% |
| 3M | +8.4% | +1.1% | +7.2% | +7.7% |
| 6M | +14.3% | +30.2% | -15.8% | -0.1% |
| YTD | +31.5% | +45.8% | -14.4% | +6.1% |
| 1Y | +28.1% | +51.9% | -23.8% | +1.1% |
| 3Y | +66.2% | +158.5% | -92.3% | +1.5% |
| 5Y | -62.3% | +208.0% | -270.4% | -78.3% |
| 10Y | +634.6% | +376.6% | +258.0% | +215.0% |
| All | +634.6% | +369.2% | +265.3% | +215.0% |
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