+146.4%
ED vs USFD
+359.9%
-213.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +2.1% | +1.7% | +0.4% | +1.9% |
| 30D | +10.4% | +10.2% | +0.2% | +9.6% |
| 3M | +12.5% | -1.5% | +14.0% | +12.6% |
| 6M | +14.9% | +27.3% | -12.4% | +12.8% |
| YTD | +24.8% | +44.0% | -19.2% | +21.2% |
| 1Y | +23.8% | +50.4% | -26.5% | +19.9% |
| 3Y | +51.6% | +153.6% | -101.9% | +40.6% |
| 5Y | +86.4% | +219.0% | -132.5% | +68.5% |
| All | +146.4% | +359.9% | -213.5% | +129.6% |
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