+112.7%
ED vs USFD
+329.0%
-216.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -0.2% | -3.0% | +2.8% | 0.0% |
| 30D | -0.1% | +3.5% | -3.7% | -0.4% |
| 3M | +3.9% | +26.6% | -22.6% | +2.1% |
| 6M | -3.0% | +11.7% | -14.7% | -3.9% |
| YTD | +10.7% | +38.1% | -27.4% | +7.9% |
| 1Y | +13.3% | +33.4% | -20.0% | +10.7% |
| 3Y | +34.5% | +155.8% | -121.3% | +24.6% |
| 5Y | +67.1% | +214.0% | -146.9% | +51.3% |
| 10Y | +103.0% | +320.4% | -217.3% | +90.3% |
| All | +112.7% | +329.0% | -216.3% | +99.0% |
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 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