+42.1%
ENTG vs USFD
+159.2%
-117.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -17.1% | +3.0% | -20.1% | -18.1% |
| 30D | -23.0% | +11.1% | -34.1% | -26.7% |
| 3M | -10.2% | -0.3% | -9.9% | -10.5% |
| 6M | -17.8% | +15.9% | -33.6% | -25.0% |
| YTD | +52.4% | +41.6% | +10.7% | +20.2% |
| 1Y | +49.8% | +49.4% | +0.4% | +13.3% |
| 3Y | +42.1% | +157.8% | -115.7% | -24.7% |
| All | +42.1% | +159.2% | -117.1% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling