+8.2%
ENB vs USFD
+34.2%
-26.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.2% | -3.0% | +2.8% | -0.1% |
| 30D | -2.2% | +3.5% | -5.8% | -2.4% |
| 3M | -10.5% | +26.6% | -37.1% | -11.6% |
| 6M | -5.1% | +11.7% | -16.8% | -5.3% |
| YTD | +9.0% | +38.1% | -29.2% | +7.3% |
| 1Y | +8.2% | +33.4% | -25.2% | +8.7% |
| All | +8.2% | +34.2% | -26.0% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling