+58.6%
ENB vs USFD
+208.8%
-150.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | +1.4% | +10.6% | -9.2% | -0.7% |
| 3M | -5.2% | -2.4% | -2.8% | -4.9% |
| 6M | -9.9% | +28.9% | -38.8% | -14.9% |
| YTD | +4.7% | +43.7% | -39.1% | -4.1% |
| 1Y | +2.8% | +48.5% | -45.7% | -6.7% |
| 3Y | +71.3% | +154.7% | -83.4% | +33.9% |
| 5Y | +58.6% | +218.4% | -159.8% | +12.7% |
| All | +58.6% | +208.8% | -150.2% | +12.7% |
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 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