+35.0%
EQT vs USFD
+149.2%
-114.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | +0.2% |
| 7D | -2.0% | -7.0% | +5.0% | -0.6% |
| 30D | +1.0% | -10.3% | +11.3% | +3.3% |
| 3M | +4.0% | +9.2% | -5.2% | +1.8% |
| 6M | -11.7% | +7.4% | -19.1% | -13.3% |
| YTD | +2.8% | +29.4% | -26.6% | -4.8% |
| 1Y | +10.0% | +24.8% | -14.8% | +2.8% |
| All | +35.0% | +149.2% | -114.2% | +4.2% |
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