+134.3%
ED vs USFD
+368.6%
-234.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.4% |
| 7D | -0.1% | +3.9% | -4.0% | -0.4% |
| 30D | +11.6% | +12.8% | -1.3% | +10.5% |
| 3M | +10.5% | +1.0% | +9.6% | +10.4% |
| 6M | +13.2% | +30.3% | -17.0% | +10.9% |
| YTD | +22.1% | +46.0% | -23.8% | +18.5% |
| 1Y | +24.2% | +49.6% | -25.5% | +20.2% |
| 3Y | +46.9% | +166.3% | -119.4% | +35.7% |
| 5Y | +80.8% | +208.4% | -127.6% | +63.7% |
| 10Y | +134.3% | +371.2% | -237.0% | +116.0% |
| All | +134.3% | +368.6% | -234.4% | +116.0% |
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