+803.5%
ENTG vs USFD
+359.1%
+444.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +22.8% | +1.3% | +21.5% | +22.3% |
| 30D | -4.9% | +10.6% | -15.4% | -8.8% |
| 3M | -4.8% | -2.4% | -2.4% | -4.6% |
| 6M | +5.6% | +28.9% | -23.3% | -5.6% |
| YTD | +82.4% | +43.7% | +38.7% | +55.6% |
| 1Y | +82.9% | +48.5% | +34.4% | +53.8% |
| 3Y | +62.1% | +154.7% | -92.6% | +11.8% |
| 5Y | +4.3% | +218.4% | -214.1% | -33.0% |
| All | +803.5% | +359.1% | +444.4% | +403.3% |
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