+761.9%
XYZ vs USFD
+340.6%
+421.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.8% |
| 7D | +9.2% | +3.9% | +5.3% | +7.6% |
| 30D | +9.8% | +10.7% | -0.9% | +5.0% |
| 3M | -0.2% | +6.3% | -6.5% | -3.4% |
| 6M | +18.0% | +16.2% | +1.7% | +8.6% |
| YTD | +29.1% | +41.9% | -12.7% | +5.6% |
| 1Y | +14.1% | +44.2% | -30.1% | -7.8% |
| 3Y | +72.6% | +159.8% | -87.1% | +5.3% |
| 5Y | -64.6% | +177.1% | -241.7% | -78.7% |
| 10Y | +590.0% | +376.2% | +213.8% | +200.5% |
| All | +761.9% | +340.6% | +421.3% | +287.2% |
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