+137.8%
EFA vs USFD
+339.9%
-202.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.4% | +3.0% | -4.4% | -2.1% |
| 30D | -1.2% | +11.1% | -12.2% | -3.6% |
| 3M | -5.1% | -0.3% | -4.8% | -5.2% |
| 6M | -1.2% | +15.9% | -17.1% | -5.0% |
| YTD | +7.8% | +41.6% | -33.8% | -1.5% |
| 1Y | +12.2% | +49.4% | -37.2% | +1.1% |
| 3Y | +61.5% | +157.8% | -96.3% | +27.2% |
| 5Y | +45.8% | +176.6% | -130.9% | +10.9% |
| 10Y | +141.8% | +375.4% | -233.5% | +56.2% |
| All | +137.8% | +339.9% | -202.1% | +54.7% |
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