+28.0%
EIX vs USFD
+369.7%
-341.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +1.0% | +3.0% | -2.0% | +0.2% |
| 30D | +9.1% | +11.1% | -1.9% | +6.2% |
| 3M | -10.2% | -0.3% | -10.0% | -10.2% |
| 6M | -11.2% | +15.9% | -27.1% | -14.6% |
| YTD | +4.5% | +41.6% | -37.1% | -4.7% |
| 1Y | +10.9% | +49.4% | -38.5% | -0.3% |
| 3Y | +8.4% | +157.8% | -149.4% | -15.2% |
| 5Y | +18.0% | +176.6% | -158.7% | -11.5% |
| All | +28.0% | +369.7% | -341.7% | -20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling