+254.0%
EQIX vs USFD
+353.4%
-99.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.1% | +3.6% |
| 7D | +6.1% | +3.9% | +2.2% | +5.5% |
| 30D | +2.8% | +12.8% | -10.1% | +0.8% |
| 3M | +1.6% | +1.0% | +0.6% | +1.3% |
| 6M | -0.7% | +30.3% | -30.9% | -5.1% |
| YTD | +39.7% | +46.0% | -6.2% | +31.1% |
| 1Y | +30.6% | +49.6% | -19.0% | +22.0% |
| 3Y | +48.4% | +166.3% | -117.8% | +27.5% |
| 5Y | +46.0% | +208.4% | -162.4% | +21.9% |
| 10Y | +267.7% | +371.2% | -103.6% | +182.3% |
| All | +254.0% | +353.4% | -99.4% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling