+748.8%
XYZ vs USFD
+329.0%
+419.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -1.0% | -3.0% | +2.0% | +0.3% |
| 30D | -1.7% | +3.5% | -5.2% | -3.8% |
| 3M | +16.7% | +26.6% | -9.8% | +3.4% |
| 6M | +26.9% | +11.7% | +15.2% | +18.7% |
| YTD | +27.1% | +38.1% | -11.0% | +5.2% |
| 1Y | +9.3% | +33.4% | -24.1% | -8.4% |
| 3Y | +42.3% | +155.8% | -113.5% | -12.7% |
| 5Y | -69.3% | +214.0% | -283.4% | -82.4% |
| 10Y | +586.8% | +320.4% | +266.4% | +212.1% |
| All | +748.8% | +329.0% | +419.8% | +285.8% |
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