+141.3%
ED vs USFD
+369.2%
-228.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +2.1% | +8.4% | -6.3% | +1.5% |
| 30D | +12.4% | +12.7% | -0.3% | +11.4% |
| 3M | +13.1% | +1.1% | +12.0% | +13.0% |
| 6M | +14.1% | +30.2% | -16.1% | +11.7% |
| YTD | +23.1% | +45.8% | -22.8% | +19.4% |
| 1Y | +25.4% | +51.9% | -26.5% | +21.3% |
| 3Y | +47.9% | +158.5% | -110.6% | +36.9% |
| 5Y | +81.9% | +208.0% | -126.2% | +64.7% |
| 10Y | +141.3% | +376.6% | -235.3% | +124.1% |
| All | +141.3% | +369.2% | -228.0% | +124.1% |
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 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