+70.3%
ED vs USFD
+215.8%
-145.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -0.2% | -3.0% | +2.8% | +0.1% |
| 30D | -0.1% | +3.5% | -3.7% | -0.5% |
| 3M | +3.9% | +26.6% | -22.6% | +1.5% |
| 6M | -3.0% | +11.7% | -14.7% | -4.2% |
| YTD | +10.7% | +38.1% | -27.4% | +7.0% |
| 1Y | +13.3% | +33.4% | -20.0% | +9.9% |
| 3Y | +34.5% | +155.8% | -121.3% | +20.1% |
| All | +70.3% | +215.8% | -145.5% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling