+240.0%
EQIX vs USFD
+339.9%
-99.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -0.1% | +3.0% | -3.1% | -0.6% |
| 30D | -1.8% | +11.1% | -12.9% | -3.5% |
| 3M | -3.4% | -0.3% | -3.1% | -3.5% |
| 6M | -6.0% | +15.9% | -21.9% | -8.5% |
| YTD | +34.2% | +41.6% | -7.4% | +26.5% |
| 1Y | +26.2% | +49.4% | -23.2% | +18.0% |
| 3Y | +41.7% | +157.8% | -116.2% | +22.2% |
| 5Y | +43.1% | +176.6% | -133.6% | +20.7% |
| 10Y | +260.8% | +375.4% | -114.6% | +175.0% |
| All | +240.0% | +339.9% | -99.9% | +164.3% |
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 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