-68.9%
XYZ vs USFD
+215.8%
-284.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -1.0% | -3.0% | +2.0% | +1.1% |
| 30D | -1.7% | +3.5% | -5.2% | -5.1% |
| 3M | +16.7% | +26.6% | -9.8% | -4.8% |
| 6M | +26.9% | +11.7% | +15.2% | +13.2% |
| YTD | +27.1% | +38.1% | -11.0% | -9.8% |
| 1Y | +9.3% | +33.4% | -24.1% | -20.8% |
| 3Y | +42.3% | +155.8% | -113.5% | -46.6% |
| All | -68.9% | +215.8% | -284.7% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling