+152.8%
EFA vs USFD
+329.0%
-176.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | -3.0% | +3.6% | +1.3% |
| 30D | +0.9% | +3.5% | -2.7% | 0.0% |
| 3M | +4.9% | +26.6% | -21.7% | -0.9% |
| 6M | +8.6% | +11.7% | -3.1% | +5.4% |
| YTD | +14.6% | +38.1% | -23.5% | +5.5% |
| 1Y | +22.6% | +33.4% | -10.8% | +13.6% |
| 3Y | +66.5% | +155.8% | -89.3% | +31.5% |
| 5Y | +54.5% | +214.0% | -159.5% | +14.7% |
| 10Y | +144.8% | +320.4% | -175.6% | +61.1% |
| All | +152.8% | +329.0% | -176.2% | +65.7% |
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