+47.1%
EQT vs USFD
+307.1%
-260.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -2.0% | -8.4% | +6.4% | -0.4% |
| 30D | 0.0% | -14.1% | +14.1% | +2.9% |
| 3M | +5.9% | +4.5% | +1.4% | +4.9% |
| 6M | -14.8% | +4.4% | -19.2% | -15.8% |
| YTD | +1.8% | +26.6% | -24.8% | -3.6% |
| 1Y | +7.4% | +19.4% | -12.0% | +2.7% |
| 3Y | +33.6% | +144.6% | -111.0% | +10.7% |
| 5Y | +199.3% | +194.5% | +4.8% | +137.4% |
| All | +47.1% | +307.1% | -260.0% | +2.5% |
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