+53.8%
ENB vs USFD
+188.8%
-134.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.8% |
| 7D | -2.4% | +3.9% | -6.3% | -3.2% |
| 30D | +3.4% | +10.7% | -7.3% | +1.2% |
| 3M | -6.1% | +6.3% | -12.4% | -7.5% |
| 6M | -10.0% | +16.2% | -26.3% | -13.2% |
| YTD | +4.7% | +41.9% | -37.2% | -3.9% |
| 1Y | +7.5% | +44.2% | -36.7% | -1.8% |
| 3Y | +69.1% | +159.8% | -90.7% | +31.2% |
| All | +53.8% | +188.8% | -134.9% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling