+20.5%
XYZ vs USFD
+46.1%
-25.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +12.1% | +3.0% | +9.2% | +11.8% |
| 30D | +12.4% | +11.1% | +1.3% | +13.3% |
| 3M | +8.2% | -0.3% | +8.5% | +7.0% |
| 6M | +20.7% | +15.9% | +4.8% | +23.8% |
| YTD | +31.3% | +41.6% | -10.3% | +38.4% |
| 1Y | +20.5% | +49.4% | -28.9% | +27.0% |
| All | +20.5% | +46.1% | -25.6% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling