+721.8%
ENTG vs USFD
+369.7%
+352.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -17.1% | +3.0% | -20.1% | -18.2% |
| 30D | -23.0% | +11.1% | -34.1% | -26.4% |
| 3M | -10.2% | -0.3% | -9.9% | -10.8% |
| 6M | -17.8% | +15.9% | -33.6% | -23.5% |
| YTD | +52.4% | +41.6% | +10.7% | +30.5% |
| 1Y | +49.8% | +49.4% | +0.4% | +25.5% |
| 3Y | +42.1% | +157.8% | -115.7% | -2.4% |
| 5Y | -10.2% | +176.6% | -186.9% | -40.2% |
| All | +721.8% | +369.7% | +352.1% | +363.1% |
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