+140.8%
ED vs USFD
+340.6%
-199.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.2% |
| 7D | +5.2% | +3.9% | +1.2% | +4.8% |
| 30D | +15.5% | +10.7% | +4.8% | +14.6% |
| 3M | +13.0% | +6.3% | +6.7% | +12.4% |
| 6M | +13.1% | +16.2% | -3.1% | +11.7% |
| YTD | +25.3% | +41.9% | -16.6% | +21.8% |
| 1Y | +30.5% | +44.2% | -13.7% | +26.7% |
| 3Y | +49.3% | +159.8% | -110.5% | +38.2% |
| 5Y | +84.6% | +177.1% | -92.5% | +68.3% |
| 10Y | +135.4% | +376.2% | -240.7% | +120.6% |
| All | +140.8% | +340.6% | -199.8% | +124.7% |
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