+35.9%
EIX vs USFD
+359.9%
-324.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +1.4% | +1.7% | -0.3% | +0.9% |
| 30D | +8.5% | +10.2% | -1.6% | +5.9% |
| 3M | -13.5% | -1.5% | -12.0% | -13.1% |
| 6M | -12.4% | +27.3% | -39.7% | -17.5% |
| YTD | +5.9% | +44.0% | -38.1% | -3.8% |
| 1Y | +7.6% | +50.4% | -42.8% | -3.4% |
| 3Y | +12.8% | +153.6% | -140.8% | -11.4% |
| 5Y | +19.2% | +219.0% | -199.7% | -13.6% |
| All | +35.9% | +359.9% | -324.1% | -13.5% |
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