+144.9%
EFA vs USFD
+353.4%
-208.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.3% |
| 7D | +1.2% | +3.9% | -2.7% | +0.3% |
| 30D | +1.5% | +12.8% | -11.3% | -1.3% |
| 3M | -3.3% | +1.0% | -4.3% | -3.7% |
| 6M | +2.6% | +30.3% | -27.7% | -3.9% |
| YTD | +11.0% | +46.0% | -34.9% | +0.8% |
| 1Y | +15.1% | +49.6% | -34.5% | +3.7% |
| 3Y | +67.6% | +166.3% | -98.6% | +31.1% |
| 5Y | +50.5% | +208.4% | -157.9% | +12.0% |
| 10Y | +144.8% | +371.2% | -226.4% | +58.2% |
| All | +144.9% | +353.4% | -208.4% | +58.3% |
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