+32.2%
EIX vs USFD
+368.6%
-336.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.5% |
| 7D | +0.7% | +3.9% | -3.2% | -0.3% |
| 30D | +8.8% | +12.8% | -4.1% | +5.5% |
| 3M | -10.9% | +1.0% | -11.9% | -11.1% |
| 6M | -10.3% | +30.3% | -40.6% | -16.1% |
| YTD | +5.8% | +46.0% | -40.1% | -4.2% |
| 1Y | +11.4% | +49.6% | -38.3% | +0.1% |
| 3Y | +11.1% | +166.3% | -155.2% | -13.8% |
| 5Y | +18.5% | +208.4% | -189.9% | -13.4% |
| 10Y | +32.2% | +371.2% | -339.0% | -16.8% |
| All | +32.2% | +368.6% | -336.4% | -16.8% |
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