+247.8%
EQIX vs USFD
+329.0%
-81.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.8% | -3.0% | +2.2% | -0.3% |
| 30D | -1.4% | +3.5% | -5.0% | -2.1% |
| 3M | -4.4% | +26.6% | -31.0% | -8.2% |
| 6M | +7.9% | +11.7% | -3.8% | +5.7% |
| YTD | +37.3% | +38.1% | -0.9% | +30.1% |
| 1Y | +37.8% | +33.4% | +4.4% | +31.1% |
| 3Y | +42.0% | +155.8% | -113.8% | +22.8% |
| 5Y | +29.6% | +214.0% | -184.4% | +8.4% |
| 10Y | +238.3% | +320.4% | -82.0% | +164.4% |
| All | +247.8% | +329.0% | -81.2% | +171.8% |
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